+1,224.2%
MRVL vs PH
+737.8%
+486.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.8% |
| 7D | -10.2% | +2.1% | -12.4% | -11.1% |
| 30D | -43.9% | +0.3% | -44.2% | -43.9% |
| 3M | -26.0% | -8.8% | -17.2% | -20.9% |
| 6M | -9.2% | +10.0% | -19.3% | -14.8% |
| YTD | +82.0% | +10.5% | +71.5% | +68.8% |
| 1Y | +65.9% | +15.5% | +50.4% | +49.3% |
| 3Y | +185.0% | +136.4% | +48.7% | +61.8% |
| 5Y | +121.5% | +213.6% | -92.1% | +5.7% |
| 10Y | +1,224.2% | +713.9% | +510.3% | +261.3% |
| All | +1,224.2% | +737.8% | +486.3% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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