+1,925.8%
MRVL vs HYG
+56.1%
+1,869.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.1% |
| 7D | +5.6% | -0.7% | +6.3% | +7.8% |
| 30D | +8.8% | -0.7% | +9.5% | +11.1% |
| 3M | -15.9% | -0.2% | -15.7% | -15.0% |
| 6M | +161.3% | +1.4% | +159.8% | +155.5% |
| YTD | +178.2% | +1.5% | +176.8% | +171.9% |
| 1Y | +255.3% | +2.9% | +252.4% | +235.4% |
| 3Y | +323.1% | +25.6% | +297.5% | +149.8% |
| 5Y | +293.2% | +18.6% | +274.7% | +181.1% |
| All | +1,925.8% | +56.1% | +1,869.8% | +875.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling