+497.9%
MRVL vs GEHC
+2.1%
+495.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +5.6% | -7.2% | +12.8% | +8.4% |
| 30D | +8.8% | -11.6% | +20.3% | +13.6% |
| 3M | -15.9% | -0.8% | -15.0% | -17.5% |
| 6M | +161.3% | -11.9% | +173.2% | +169.2% |
| YTD | +178.2% | -21.9% | +200.2% | +202.1% |
| 1Y | +255.3% | -17.8% | +273.2% | +274.9% |
| 3Y | +323.1% | -3.5% | +326.7% | +303.6% |
| All | +497.9% | +2.1% | +495.8% | +441.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling