+410.9%
MRVL vs ALHC
-31.6%
+442.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.5% | +4.7% |
| 7D | +13.8% | -4.1% | +17.9% | +14.4% |
| 30D | +12.7% | -5.4% | +18.1% | +13.3% |
| 3M | -11.9% | -32.1% | +20.2% | -8.3% |
| 6M | +153.8% | -28.5% | +182.3% | +158.4% |
| YTD | +177.0% | -34.0% | +211.0% | +184.4% |
| 1Y | +252.3% | -20.9% | +273.3% | +250.8% |
| 3Y | +325.5% | +151.5% | +174.0% | +218.3% |
| 5Y | +290.9% | -28.8% | +319.7% | +230.2% |
| All | +410.9% | -31.6% | +442.5% | +309.2% |
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