+1,293.1%
MRVL vs KHC
-52.1%
+1,345.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.2% | +9.3% |
| 7D | +5.6% | -4.6% | +10.2% | +6.1% |
| 30D | -36.5% | +8.1% | -44.6% | -37.3% |
| 3M | -20.5% | 0.0% | -20.5% | -20.8% |
| 6M | -1.1% | +7.9% | -9.1% | -3.7% |
| YTD | +99.0% | +5.3% | +93.7% | +94.4% |
| 1Y | +89.3% | +5.1% | +84.2% | +84.8% |
| 3Y | +211.6% | -12.8% | +224.4% | +208.2% |
| 5Y | +134.1% | -16.2% | +150.3% | +129.9% |
| 10Y | +1,293.1% | -52.3% | +1,345.4% | +1,230.0% |
| All | +1,293.1% | -52.1% | +1,345.2% | +1,230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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