+118.8%
MRVL vs HL
+109.2%
+9.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -4.1% |
| 7D | +11.0% | -11.1% | +22.1% | +15.0% |
| 30D | -36.1% | -12.1% | -24.0% | -33.6% |
| 3M | -29.4% | -26.1% | -3.3% | -22.9% |
| 6M | -11.9% | -37.7% | +25.9% | +0.3% |
| YTD | +84.8% | -31.7% | +116.5% | +99.8% |
| 1Y | +79.4% | -11.6% | +91.1% | +80.2% |
| 3Y | +195.7% | +249.6% | -53.9% | +86.4% |
| All | +118.8% | +109.2% | +9.7% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling