+96.9%
MRVL vs THC
+274.4%
-177.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.0% |
| 7D | -28.1% | +3.7% | -31.8% | -28.9% |
| 30D | -50.4% | +9.0% | -59.4% | -51.7% |
| 3M | -32.9% | +10.4% | -43.3% | -35.1% |
| 6M | -17.9% | +45.7% | -63.6% | -29.1% |
| YTD | +66.4% | +42.6% | +23.9% | +42.5% |
| 1Y | +51.5% | +38.8% | +12.8% | +30.8% |
| 3Y | +177.9% | +418.8% | -240.9% | +29.7% |
| All | +96.9% | +274.4% | -177.5% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling