+1,173.1%
MRVL vs PHM
+670.5%
+502.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | +11.0% | -4.1% | +15.2% | +13.0% |
| 30D | -36.1% | +16.1% | -52.2% | -41.0% |
| 3M | -29.4% | -2.5% | -26.9% | -29.8% |
| 6M | -11.9% | +12.9% | -24.8% | -18.7% |
| YTD | +84.8% | +9.0% | +75.8% | +71.9% |
| 1Y | +79.4% | +8.2% | +71.2% | +67.4% |
| 3Y | +195.7% | +58.4% | +137.3% | +118.7% |
| 5Y | +117.2% | +159.2% | -42.0% | +25.4% |
| All | +1,173.1% | +670.5% | +502.6% | +392.9% |
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