+285.6%
MRVL vs HCA
+71.9%
+213.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.7% | +3.7% |
| 7D | +5.6% | +5.4% | +0.2% | +4.5% |
| 30D | +8.8% | +3.0% | +5.8% | +8.0% |
| 3M | -15.9% | +13.0% | -28.9% | -19.3% |
| 6M | +161.3% | -20.3% | +181.5% | +180.5% |
| YTD | +178.2% | -8.2% | +186.5% | +182.6% |
| 1Y | +255.3% | +6.7% | +248.6% | +237.5% |
| 3Y | +323.1% | +60.4% | +262.7% | +215.6% |
| All | +285.6% | +71.9% | +213.7% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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