+1,743.1%
MRVL vs PHM
+2,690.1%
-947.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +7.0% |
| 7D | +3.2% | -3.2% | +6.4% | +4.4% |
| 30D | +5.9% | -6.4% | +12.4% | +8.5% |
| 3M | -29.3% | +5.5% | -34.8% | -31.3% |
| 6M | +186.5% | -5.4% | +191.9% | +190.1% |
| YTD | +163.4% | +6.6% | +156.9% | +154.0% |
| 1Y | +249.5% | -8.8% | +258.3% | +255.3% |
| 3Y | +289.4% | +54.1% | +235.2% | +216.2% |
| 5Y | +270.2% | +144.5% | +125.8% | +154.9% |
| 10Y | +1,748.8% | +569.4% | +1,179.4% | +735.5% |
| All | +1,743.1% | +2,690.1% | -947.1% | +178.8% |
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 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