+495.2%
MRVL vs GEHC
+4.1%
+491.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.1% |
| 7D | +13.8% | -7.6% | +21.5% | +17.0% |
| 30D | +12.7% | -10.7% | +23.3% | +17.2% |
| 3M | -11.9% | -1.2% | -10.7% | -13.2% |
| 6M | +153.8% | -13.7% | +167.6% | +164.7% |
| YTD | +177.0% | -20.4% | +197.4% | +198.7% |
| 1Y | +252.3% | -17.0% | +269.4% | +270.8% |
| 3Y | +325.5% | +0.9% | +324.6% | +299.3% |
| All | +495.2% | +4.1% | +491.1% | +435.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling