+1,925.8%
MRVL vs HUBB
+446.9%
+1,478.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.3% | +2.6% |
| 7D | +5.6% | -0.1% | +5.7% | +5.6% |
| 30D | +8.8% | -10.0% | +18.7% | +18.2% |
| 3M | -15.9% | -1.6% | -14.3% | -13.9% |
| 6M | +161.3% | -3.1% | +164.3% | +171.7% |
| YTD | +178.2% | +4.6% | +173.7% | +171.2% |
| 1Y | +255.3% | +3.3% | +252.0% | +248.0% |
| 3Y | +323.1% | +46.6% | +276.5% | +231.0% |
| 5Y | +293.2% | +158.7% | +134.5% | +110.7% |
| All | +1,925.8% | +446.9% | +1,478.9% | +585.5% |
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