+232.1%
MRVL vs PATH
-80.2%
+312.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.6% | +9.5% |
| 7D | -9.8% | -2.7% | -7.1% | -9.0% |
| 30D | -43.8% | -3.7% | -40.1% | -43.0% |
| 3M | -29.3% | -13.8% | -15.5% | -27.5% |
| 6M | -9.1% | +20.3% | -29.4% | -18.0% |
| YTD | +82.2% | -20.8% | +103.0% | +84.3% |
| 1Y | +70.3% | -9.2% | +79.6% | +60.6% |
| 3Y | +197.0% | -21.8% | +218.8% | +161.9% |
| 5Y | +115.8% | -77.4% | +193.2% | +141.9% |
| All | +232.1% | -80.2% | +312.3% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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