+1,064.4%
MRVL vs PH
+5,791.3%
-4,727.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.9% | +3.8% |
| 7D | -28.1% | +2.0% | -30.1% | -29.0% |
| 30D | -50.4% | -3.7% | -46.7% | -49.1% |
| 3M | -32.9% | -14.0% | -18.9% | -25.7% |
| 6M | -17.9% | +2.1% | -20.1% | -18.8% |
| YTD | +66.4% | +5.1% | +61.4% | +60.4% |
| 1Y | +51.5% | +10.9% | +40.6% | +40.9% |
| 3Y | +177.9% | +132.9% | +44.9% | +62.7% |
| 5Y | +100.0% | +200.1% | -100.0% | +1.6% |
| 10Y | +1,108.1% | +783.8% | +324.3% | +178.2% |
| All | +1,064.4% | +5,791.3% | -4,727.0% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling