+1,173.1%
MRVL vs HUBB
+381.1%
+792.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.4% | -4.5% |
| 7D | +11.0% | +1.8% | +9.3% | +9.7% |
| 30D | -36.1% | -7.7% | -28.4% | -31.5% |
| 3M | -29.4% | -13.6% | -15.9% | -20.2% |
| 6M | -11.9% | -9.1% | -2.7% | -2.5% |
| YTD | +84.8% | -0.7% | +85.5% | +89.1% |
| 1Y | +79.4% | +1.1% | +78.4% | +81.1% |
| 3Y | +195.7% | +56.2% | +139.6% | +124.6% |
| 5Y | +117.2% | +126.6% | -9.4% | +27.9% |
| All | +1,173.1% | +381.1% | +792.1% | +396.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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