+1,743.1%
MRVL vs CRS
+7,600.7%
-5,857.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.4% | +6.4% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +5.9% | -16.6% | +22.6% | +13.6% |
| 3M | -29.3% | -3.5% | -25.9% | -27.9% |
| 6M | +186.5% | +15.4% | +171.0% | +172.2% |
| YTD | +163.4% | +51.2% | +112.3% | +123.8% |
| 1Y | +249.5% | +98.3% | +151.2% | +162.8% |
| 3Y | +289.4% | +651.5% | -362.2% | +73.8% |
| 5Y | +270.2% | +1,411.1% | -1,140.9% | +22.1% |
| 10Y | +1,748.8% | +1,424.3% | +324.5% | +396.6% |
| All | +1,743.1% | +7,600.7% | -5,857.6% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling