+177.9%
MRVL vs ALHC
+21.9%
+156.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +5.9% |
| 7D | -28.1% | +1.0% | -29.1% | -28.1% |
| 30D | -50.4% | -14.2% | -36.2% | -50.1% |
| 3M | -32.9% | -45.1% | +12.2% | -31.6% |
| 6M | -17.9% | -59.5% | +41.6% | -15.3% |
| YTD | +66.4% | -62.8% | +129.3% | +72.1% |
| 1Y | +51.5% | -55.5% | +107.0% | +53.9% |
| 3Y | +177.9% | +25.7% | +152.2% | +136.5% |
| All | +177.9% | +21.9% | +156.0% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling