+89.2%
MRVL vs PATH
-78.0%
+167.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -3.7% | -12.7% | -15.3% |
| 7D | -38.8% | -5.6% | -33.2% | -37.6% |
| 30D | -53.5% | -0.7% | -52.8% | -53.2% |
| 3M | -36.7% | -5.9% | -30.8% | -36.9% |
| 6M | -20.8% | +21.6% | -42.4% | -29.4% |
| YTD | +57.4% | -20.6% | +78.0% | +59.2% |
| 1Y | +44.0% | -10.6% | +54.6% | +36.0% |
| 3Y | +162.2% | -24.9% | +187.1% | +131.8% |
| 5Y | +89.2% | -76.8% | +166.0% | +152.5% |
| All | +89.2% | -78.0% | +167.2% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling