+236.8%
MRVL vs PATH
-79.7%
+316.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -5.1% |
| 7D | +11.0% | +2.1% | +8.9% | +10.4% |
| 30D | -36.1% | +1.6% | -37.7% | -36.2% |
| 3M | -29.4% | -20.4% | -9.0% | -25.6% |
| 6M | -11.9% | +40.1% | -52.0% | -24.3% |
| YTD | +84.8% | -19.0% | +103.8% | +85.7% |
| 1Y | +79.4% | -5.8% | +85.2% | +67.2% |
| 3Y | +195.7% | -22.9% | +218.7% | +163.2% |
| 5Y | +117.2% | -75.3% | +192.5% | +139.1% |
| All | +236.8% | -79.7% | +316.5% | +282.0% |
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