+776.0%
MRVL vs BAH
+1,056.2%
-280.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.4% | +10.2% | +6.8% |
| 7D | -28.1% | -3.5% | -24.6% | -27.6% |
| 30D | -50.4% | +24.3% | -74.6% | -53.3% |
| 3M | -32.9% | +16.3% | -49.2% | -36.1% |
| 6M | -17.9% | +13.6% | -31.5% | -22.5% |
| YTD | +66.4% | +3.5% | +62.9% | +59.3% |
| 1Y | +51.5% | +2.7% | +48.8% | +44.8% |
| 3Y | +177.9% | -26.6% | +204.5% | +181.7% |
| 5Y | +100.0% | +8.5% | +91.5% | +73.9% |
| 10Y | +1,108.1% | +225.1% | +883.1% | +626.3% |
| All | +776.0% | +1,056.2% | -280.2% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling