+118.8%
MRVL vs CRS
+800.5%
-681.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.7% | -2.0% | -3.4% |
| 7D | +11.0% | +4.8% | +6.3% | +8.7% |
| 30D | -36.1% | -23.2% | -12.9% | -27.9% |
| 3M | -29.4% | -45.5% | +16.1% | -5.8% |
| 6M | -11.9% | -33.1% | +21.2% | +7.9% |
| YTD | +84.8% | -7.2% | +92.0% | +91.1% |
| 1Y | +79.4% | -10.0% | +89.4% | +87.9% |
| 3Y | +195.7% | +332.3% | -136.6% | +47.5% |
| All | +118.8% | +800.5% | -681.7% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling