+1,292.0%
MRVL vs PHM
+2,809.7%
-1,517.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.8% | +10.2% | +9.6% |
| 7D | +5.6% | -4.8% | +10.4% | +7.5% |
| 30D | -36.5% | +16.5% | -53.0% | -40.7% |
| 3M | -20.5% | -2.0% | -18.5% | -21.1% |
| 6M | -1.1% | +12.7% | -13.8% | -7.5% |
| YTD | +99.0% | +11.2% | +87.8% | +86.3% |
| 1Y | +89.3% | +7.7% | +81.5% | +79.2% |
| 3Y | +211.6% | +60.9% | +150.7% | +146.3% |
| 5Y | +134.0% | +167.7% | -33.7% | +54.2% |
| 10Y | +1,293.1% | +692.1% | +601.0% | +487.0% |
| All | +1,292.0% | +2,809.7% | -1,517.8% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling