+280.4%
MRVL vs PH
+252.1%
+28.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.5% |
| 7D | +7.1% | +0.4% | +6.7% | +6.7% |
| 30D | +3.1% | -10.8% | +13.9% | +14.8% |
| 3M | -21.9% | +8.5% | -30.4% | -28.1% |
| 6M | +151.8% | +3.9% | +147.9% | +140.9% |
| YTD | +165.6% | +9.4% | +156.2% | +138.0% |
| 1Y | +242.3% | +26.8% | +215.5% | +161.9% |
| 3Y | +308.2% | +140.8% | +167.4% | +64.8% |
| 5Y | +280.4% | +253.8% | +26.6% | +3.7% |
| All | +280.4% | +252.1% | +28.3% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling