+177.9%
MRVL vs BAH
-26.3%
+204.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.2% | +5.3% |
| 7D | -28.1% | -3.5% | -24.6% | -28.3% |
| 30D | -50.4% | +24.3% | -74.6% | -49.6% |
| 3M | -32.9% | +16.3% | -49.2% | -32.1% |
| 6M | -17.9% | +13.6% | -31.5% | -16.3% |
| YTD | +66.4% | +3.5% | +62.9% | +70.1% |
| 1Y | +51.5% | +2.7% | +48.8% | +54.8% |
| 3Y | +177.9% | -26.6% | +204.5% | +193.2% |
| All | +177.9% | -26.3% | +204.2% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling