+297.1%
MRVL vs GEHC
+32.6%
+264.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.1% | -5.1% |
| 7D | +11.0% | +0.8% | +10.2% | +10.7% |
| 30D | -36.1% | +21.3% | -57.4% | -40.4% |
| 3M | -29.4% | +12.6% | -42.0% | -32.6% |
| 6M | -11.9% | +34.3% | -46.2% | -23.2% |
| YTD | +84.8% | +1.4% | +83.4% | +82.2% |
| 1Y | +79.4% | +12.5% | +67.0% | +67.9% |
| 3Y | +195.7% | +19.2% | +176.5% | +161.3% |
| All | +297.1% | +32.6% | +264.4% | +226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling