+203.3%
MRVL vs PATH
-80.2%
+283.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | -28.1% | -5.3% | -22.8% | -26.8% |
| 30D | -50.4% | -0.5% | -49.9% | -50.2% |
| 3M | -32.9% | -7.1% | -25.8% | -32.8% |
| 6M | -17.9% | +23.8% | -41.7% | -26.8% |
| YTD | +66.4% | -20.7% | +87.1% | +68.3% |
| 1Y | +51.5% | -8.1% | +59.6% | +42.2% |
| 3Y | +177.9% | -21.8% | +199.7% | +144.9% |
| 5Y | +100.0% | -76.8% | +176.9% | +123.2% |
| All | +203.3% | -80.2% | +283.5% | +246.1% |
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