+290.9%
MRVL vs PHM
+152.6%
+138.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.7% |
| 7D | +13.8% | -3.9% | +17.7% | +16.0% |
| 30D | +12.7% | -8.6% | +21.2% | +17.7% |
| 3M | -11.9% | -2.9% | -9.0% | -11.7% |
| 6M | +153.8% | -5.7% | +159.5% | +157.8% |
| YTD | +177.0% | +1.9% | +175.1% | +166.6% |
| 1Y | +252.3% | -12.3% | +264.7% | +266.6% |
| 3Y | +325.5% | +50.8% | +274.8% | +179.0% |
| 5Y | +290.9% | +157.3% | +133.6% | +61.9% |
| All | +290.9% | +152.6% | +138.3% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling