+79.4%
MRVL vs PH
+13.5%
+66.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.6% | -4.6% |
| 7D | +11.0% | +4.3% | +6.7% | +7.5% |
| 30D | -36.1% | +0.1% | -36.2% | -35.9% |
| 3M | -29.4% | -9.4% | -20.1% | -23.9% |
| 6M | -11.9% | +8.8% | -20.6% | -17.1% |
| YTD | +84.8% | +9.6% | +75.2% | +54.4% |
| 1Y | +79.4% | +14.4% | +65.0% | +39.6% |
| All | +79.4% | +13.5% | +66.0% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling