+290.9%
MRVL vs HIG
+117.6%
+173.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.0% |
| 7D | +13.8% | -0.5% | +14.3% | +14.0% |
| 30D | +12.7% | -2.8% | +15.5% | +13.7% |
| 3M | -11.9% | +6.3% | -18.3% | -15.4% |
| 6M | +153.8% | -0.1% | +153.9% | +149.5% |
| YTD | +177.0% | +0.4% | +176.5% | +170.6% |
| 1Y | +252.3% | +6.2% | +246.1% | +230.9% |
| 3Y | +325.5% | +101.6% | +223.9% | +142.9% |
| 5Y | +290.9% | +119.8% | +171.0% | +101.9% |
| All | +290.9% | +117.6% | +173.3% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling