+308.2%
MRVL vs KHC
-9.9%
+318.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.9% |
| 7D | +7.1% | -2.2% | +9.3% | +6.2% |
| 30D | +3.1% | -0.1% | +3.1% | +3.2% |
| 3M | -21.9% | +8.3% | -30.3% | -18.8% |
| 6M | +151.8% | +5.0% | +146.9% | +161.3% |
| YTD | +165.6% | +8.0% | +157.6% | +178.2% |
| 1Y | +242.3% | -1.1% | +243.4% | +250.6% |
| 3Y | +308.2% | -10.7% | +318.9% | +310.0% |
| All | +308.2% | -9.9% | +318.1% | +310.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling