+243.3%
MRVL vs PATH
-79.4%
+322.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.9% | -10.0% | -7.9% |
| 7D | -36.5% | -4.8% | -31.7% | -35.5% |
| 30D | -41.1% | +2.7% | -43.7% | -41.5% |
| 3M | -26.9% | -4.2% | -22.7% | -27.6% |
| 6M | -2.3% | +24.7% | -27.1% | -13.2% |
| YTD | +88.4% | -17.6% | +105.9% | +87.9% |
| 1Y | +82.7% | -5.3% | +88.1% | +69.8% |
| 3Y | +213.8% | -22.0% | +235.7% | +177.4% |
| 5Y | +127.4% | -76.5% | +203.9% | +151.4% |
| All | +243.3% | -79.4% | +322.7% | +286.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling