+96.9%
MRVL vs BAH
+8.3%
+88.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.2% | +6.0% |
| 7D | -28.1% | -3.5% | -24.6% | -28.0% |
| 30D | -50.4% | +24.3% | -74.6% | -51.5% |
| 3M | -32.9% | +16.3% | -49.2% | -34.1% |
| 6M | -17.9% | +13.6% | -31.5% | -19.4% |
| YTD | +66.4% | +3.5% | +62.9% | +64.9% |
| 1Y | +51.5% | +2.7% | +48.8% | +50.0% |
| 3Y | +177.9% | -26.6% | +204.5% | +178.8% |
| All | +96.9% | +8.3% | +88.6% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling