+240.8%
MRVL vs ALHC
-61.4%
+302.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -4.5% |
| 7D | +11.0% | +0.3% | +10.7% | +11.0% |
| 30D | -36.1% | -10.6% | -25.5% | -35.2% |
| 3M | -29.4% | -45.3% | +15.9% | -24.9% |
| 6M | -11.9% | -59.7% | +47.8% | -4.1% |
| YTD | +84.8% | -62.7% | +147.5% | +101.4% |
| 1Y | +79.4% | -56.1% | +135.5% | +90.2% |
| 3Y | +195.7% | +21.3% | +174.5% | +146.1% |
| 5Y | +117.2% | -66.0% | +183.2% | +99.5% |
| All | +240.8% | -61.4% | +302.2% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling