+1,847.4%
MRVL vs PHM
+557.7%
+1,289.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.5% |
| 7D | +8.7% | -6.4% | +15.0% | +11.7% |
| 30D | +6.9% | -12.1% | +19.0% | +12.8% |
| 3M | -10.1% | -1.5% | -8.6% | -10.4% |
| 6M | +143.4% | -6.0% | +149.5% | +147.5% |
| YTD | +167.5% | -0.3% | +167.8% | +162.7% |
| 1Y | +239.0% | -13.3% | +252.3% | +252.8% |
| 3Y | +311.0% | +47.6% | +263.4% | +218.0% |
| 5Y | +278.0% | +154.7% | +123.3% | +125.0% |
| All | +1,847.4% | +557.7% | +1,289.7% | +722.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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