+1,954.1%
MRVL vs BAH
+186.6%
+1,767.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.1% | +4.2% |
| 7D | +13.8% | -1.3% | +15.1% | +14.1% |
| 30D | +12.7% | -6.6% | +19.3% | +14.3% |
| 3M | -11.9% | -7.2% | -4.8% | -11.0% |
| 6M | +153.8% | -10.0% | +163.8% | +156.4% |
| YTD | +177.0% | -12.5% | +189.4% | +179.1% |
| 1Y | +252.3% | -27.9% | +280.3% | +274.9% |
| 3Y | +325.5% | -31.4% | +356.9% | +331.2% |
| 5Y | +290.9% | -3.2% | +294.1% | +237.3% |
| 10Y | +1,954.1% | +191.5% | +1,762.7% | +1,155.7% |
| All | +1,954.1% | +186.6% | +1,767.5% | +1,155.7% |
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