+386.0%
MRVL vs ALHC
-28.9%
+414.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.1% | +7.1% |
| 7D | +3.2% | -0.6% | +3.8% | +3.3% |
| 30D | +5.9% | -1.0% | +7.0% | +6.0% |
| 3M | -29.3% | -10.2% | -19.2% | -29.7% |
| 6M | +186.5% | -28.3% | +214.8% | +191.9% |
| YTD | +163.4% | -31.4% | +194.9% | +169.3% |
| 1Y | +249.5% | -16.9% | +266.4% | +245.8% |
| 3Y | +289.4% | +135.5% | +153.9% | +196.5% |
| 5Y | +270.2% | -33.6% | +303.9% | +216.0% |
| All | +386.0% | -28.9% | +414.9% | +287.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling