+82.7%
MRVL vs BAH
+6.2%
+76.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.5% | -6.6% |
| 7D | -36.5% | +5.8% | -42.3% | -35.2% |
| 30D | -41.1% | +28.7% | -69.8% | -36.4% |
| 3M | -26.9% | +20.9% | -47.8% | -22.2% |
| 6M | -2.3% | +15.2% | -17.5% | +6.2% |
| YTD | +88.4% | +7.1% | +81.3% | +103.4% |
| 1Y | +82.7% | +6.4% | +76.4% | +101.9% |
| All | +82.7% | +6.2% | +76.6% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling