+1,286.7%
MRVL vs BAH
+886.2%
+400.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.5% | +7.4% |
| 7D | +3.2% | -3.2% | +6.4% | +4.0% |
| 30D | +5.9% | +2.0% | +3.9% | +5.2% |
| 3M | -29.3% | -7.6% | -21.7% | -28.6% |
| 6M | +186.5% | -5.7% | +192.2% | +185.1% |
| YTD | +163.4% | -11.7% | +175.2% | +164.6% |
| 1Y | +249.5% | -27.4% | +276.9% | +270.2% |
| 3Y | +289.4% | -32.5% | +321.9% | +302.3% |
| 5Y | +270.2% | -3.3% | +273.6% | +232.0% |
| 10Y | +1,748.8% | +186.0% | +1,562.8% | +1,054.0% |
| All | +1,286.7% | +886.2% | +400.5% | +472.0% |
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