+1,925.8%
MRVL vs HL
+273.7%
+1,652.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.3% |
| 7D | +5.6% | -4.4% | +10.0% | +6.6% |
| 30D | +8.8% | +9.3% | -0.5% | +6.9% |
| 3M | -15.9% | +32.0% | -47.9% | -20.3% |
| 6M | +161.3% | -6.4% | +167.7% | +163.6% |
| YTD | +178.2% | +3.1% | +175.1% | +171.8% |
| 1Y | +255.3% | +77.6% | +177.8% | +211.4% |
| 3Y | +323.1% | +392.8% | -69.7% | +196.7% |
| 5Y | +293.2% | +234.1% | +59.1% | +184.4% |
| All | +1,925.8% | +273.7% | +1,652.1% | +1,133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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