+195.7%
MRVL vs PHM
+59.3%
+136.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | +11.0% | -4.1% | +15.2% | +12.1% |
| 30D | -36.1% | +16.1% | -52.2% | -39.2% |
| 3M | -29.4% | -2.5% | -26.9% | -29.3% |
| 6M | -11.9% | +12.9% | -24.8% | -16.3% |
| YTD | +84.8% | +9.0% | +75.8% | +76.3% |
| 1Y | +79.4% | +8.2% | +71.2% | +71.9% |
| 3Y | +195.7% | +58.4% | +137.3% | +98.8% |
| All | +195.7% | +59.3% | +136.5% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling