+82.7%
MRVL vs HYG
+1.8%
+80.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.7% | -7.8% | -12.1% |
| 7D | -36.5% | -0.1% | -36.4% | -35.7% |
| 30D | -41.1% | +0.7% | -41.8% | -43.5% |
| 3M | -26.9% | -2.0% | -24.9% | -14.0% |
| 6M | -2.3% | -0.9% | -1.4% | +8.8% |
| YTD | +88.4% | +0.1% | +88.3% | +92.6% |
| 1Y | +82.7% | +1.6% | +81.1% | +65.0% |
| All | +82.7% | +1.8% | +80.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 1y: compounded portfolio wealth divided by compounded HYG 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…
1y analysis · Full analysis span regression · 6 months rolling