+96.9%
MRVL vs ALHC
-64.2%
+161.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.1% |
| 7D | -28.1% | +1.0% | -29.1% | -28.2% |
| 30D | -50.4% | -14.2% | -36.2% | -49.5% |
| 3M | -32.9% | -45.1% | +12.2% | -28.6% |
| 6M | -17.9% | -59.5% | +41.6% | -10.8% |
| YTD | +66.4% | -62.8% | +129.3% | +81.6% |
| 1Y | +51.5% | -55.5% | +107.0% | +60.2% |
| 3Y | +177.9% | +25.7% | +152.2% | +125.5% |
| All | +96.9% | -64.2% | +161.1% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling