+298.8%
MRVL vs THC
+244.5%
+54.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.5% | +7.0% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | +5.9% | +1.3% | +4.7% | +5.7% |
| 3M | -29.3% | +64.2% | -93.6% | -36.1% |
| 6M | +186.5% | +8.3% | +178.2% | +187.7% |
| YTD | +163.4% | +33.4% | +130.1% | +146.5% |
| 1Y | +249.5% | +37.7% | +211.8% | +221.6% |
| All | +298.8% | +244.5% | +54.3% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling