+1,292.0%
MRVL vs PH
+6,145.1%
-4,853.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.5% | +8.8% |
| 7D | +5.6% | +6.9% | -1.3% | +1.5% |
| 30D | -36.5% | +1.7% | -38.2% | -37.1% |
| 3M | -20.5% | -8.1% | -12.3% | -15.7% |
| 6M | -1.1% | +11.5% | -12.6% | -7.6% |
| YTD | +99.0% | +11.4% | +87.6% | +84.7% |
| 1Y | +89.3% | +14.1% | +75.2% | +73.3% |
| 3Y | +211.6% | +138.2% | +73.4% | +79.8% |
| 5Y | +134.1% | +216.0% | -81.9% | +15.0% |
| 10Y | +1,293.1% | +710.0% | +583.1% | +240.3% |
| All | +1,292.0% | +6,145.1% | -4,853.1% | -28.1% |
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