-9.5%
MRVL vs THC
+51.9%
-61.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.0% | +7.5% | +10.6% |
| 7D | -9.8% | +7.5% | -17.3% | -5.4% |
| 30D | -43.8% | +9.6% | -53.4% | -40.2% |
| 3M | -29.3% | +10.3% | -39.6% | -24.4% |
| All | -9.5% | +51.9% | -61.3% | +20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling