+1,204.0%
MRVL vs THC
+1,325.8%
-121.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.0% | +7.5% | +9.1% |
| 7D | -9.8% | +7.5% | -17.3% | -11.2% |
| 30D | -43.8% | +9.6% | -53.4% | -44.9% |
| 3M | -29.3% | +10.3% | -39.6% | -30.9% |
| 6M | -9.1% | +51.8% | -60.9% | -18.1% |
| YTD | +82.2% | +45.4% | +36.8% | +64.2% |
| 1Y | +70.3% | +40.8% | +29.5% | +54.4% |
| 3Y | +197.0% | +448.8% | -251.8% | +97.6% |
| 5Y | +115.8% | +263.4% | -147.6% | +51.7% |
| 10Y | +1,204.0% | +1,800.1% | -596.0% | +575.6% |
| All | +1,204.0% | +1,325.8% | -121.7% | +575.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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