+323.1%
MRVL vs EQH
+100.2%
+222.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.2% |
| 7D | +5.6% | +0.7% | +4.9% | +5.1% |
| 30D | +8.8% | +2.8% | +5.9% | +6.3% |
| 3M | -15.9% | +23.1% | -39.0% | -27.9% |
| 6M | +161.3% | +41.4% | +119.9% | +102.1% |
| YTD | +178.2% | +14.3% | +164.0% | +148.0% |
| 1Y | +255.3% | +1.6% | +253.7% | +241.9% |
| 3Y | +323.1% | +102.7% | +220.4% | +171.3% |
| All | +323.1% | +100.2% | +222.9% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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