+1,534.7%
MRVL vs HYG
+153.0%
+1,381.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.4% | +4.6% |
| 7D | +13.8% | -0.2% | +14.0% | +14.1% |
| 30D | +12.7% | -0.1% | +12.8% | +12.9% |
| 3M | -11.9% | +0.7% | -12.6% | -12.6% |
| 6M | +153.8% | +1.5% | +152.3% | +150.3% |
| YTD | +177.0% | +1.9% | +175.0% | +171.3% |
| 1Y | +252.3% | +3.7% | +248.6% | +236.4% |
| 3Y | +325.5% | +26.5% | +299.1% | +208.1% |
| 5Y | +290.9% | +19.0% | +271.9% | +226.0% |
| 10Y | +1,954.1% | +56.5% | +1,897.6% | +1,171.0% |
| All | +1,534.7% | +153.0% | +1,381.7% | +486.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling