+1,847.4%
MRVL vs HBM
+622.7%
+1,224.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.5% | +4.1% | -1.0% |
| 7D | +8.7% | -3.7% | +12.4% | +9.9% |
| 30D | +6.9% | -3.7% | +10.6% | +8.0% |
| 3M | -10.1% | +8.0% | -18.1% | -12.2% |
| 6M | +143.4% | +15.8% | +127.7% | +134.1% |
| YTD | +167.5% | +34.4% | +133.1% | +142.6% |
| 1Y | +239.0% | +98.2% | +140.8% | +173.7% |
| 3Y | +311.0% | +476.6% | -165.6% | +138.2% |
| 5Y | +278.0% | +331.1% | -53.1% | +126.1% |
| All | +1,847.4% | +622.7% | +1,224.7% | +878.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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