+1,173.1%
MRVL vs HPE
+370.3%
+802.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.7% | -0.9% | -2.1% |
| 7D | +11.0% | +7.9% | +3.2% | +5.8% |
| 30D | -36.1% | -23.5% | -12.6% | -22.0% |
| 3M | -29.4% | -19.1% | -10.4% | -18.7% |
| 6M | -11.9% | +51.4% | -63.3% | -31.5% |
| YTD | +84.8% | +103.4% | -18.7% | +18.1% |
| 1Y | +79.4% | +114.4% | -35.0% | +10.6% |
| 3Y | +195.7% | +224.7% | -28.9% | +39.3% |
| 5Y | +117.2% | +277.8% | -160.6% | -3.0% |
| All | +1,173.1% | +370.3% | +802.9% | +391.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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