+1,224.2%
MRVL vs BAH
+210.6%
+1,013.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.3% |
| 7D | -10.2% | +0.5% | -10.7% | -10.4% |
| 30D | -43.9% | +18.2% | -62.1% | -46.1% |
| 3M | -26.0% | +13.1% | -39.0% | -28.4% |
| 6M | -9.2% | +15.2% | -24.4% | -13.7% |
| YTD | +82.0% | +6.0% | +76.0% | +74.7% |
| 1Y | +65.9% | +3.1% | +62.8% | +60.1% |
| 3Y | +185.0% | -26.2% | +211.2% | +190.2% |
| 5Y | +121.5% | +9.3% | +112.1% | +87.0% |
| 10Y | +1,224.2% | +212.3% | +1,011.9% | +677.9% |
| All | +1,224.2% | +210.6% | +1,013.5% | +677.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling