+321.2%
MRVL vs HIG
+101.4%
+219.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.3% |
| 7D | +13.8% | -0.5% | +14.3% | +13.8% |
| 30D | +12.7% | -2.8% | +15.5% | +12.5% |
| 3M | -11.9% | +6.3% | -18.3% | -12.2% |
| 6M | +153.8% | -0.1% | +153.9% | +155.3% |
| YTD | +177.0% | +0.4% | +176.5% | +177.9% |
| 1Y | +252.3% | +6.2% | +246.1% | +248.0% |
| All | +321.2% | +101.4% | +219.7% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling