+1,064.4%
MRVL vs HD
+1,153.2%
-88.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.6% | +6.8% |
| 7D | -28.1% | +4.3% | -32.4% | -30.4% |
| 30D | -50.4% | +20.2% | -70.6% | -56.3% |
| 3M | -32.9% | -1.0% | -31.9% | -33.9% |
| 6M | -17.9% | +7.9% | -25.8% | -24.4% |
| YTD | +66.4% | +2.0% | +64.5% | +58.0% |
| 1Y | +51.5% | -4.3% | +55.8% | +49.2% |
| 3Y | +177.9% | +25.9% | +151.9% | +128.0% |
| 5Y | +100.0% | +5.8% | +94.2% | +85.2% |
| 10Y | +1,108.1% | +262.5% | +845.6% | +456.1% |
| All | +1,064.4% | +1,153.2% | -88.8% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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