+1,064.4%
MRVL vs THC
+276.1%
+788.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +5.9% |
| 7D | -28.1% | +3.7% | -31.8% | -28.6% |
| 30D | -50.4% | +9.0% | -59.4% | -51.2% |
| 3M | -32.9% | +10.4% | -43.3% | -34.3% |
| 6M | -17.9% | +45.7% | -63.6% | -24.6% |
| YTD | +66.4% | +42.6% | +23.9% | +52.5% |
| 1Y | +51.5% | +38.8% | +12.8% | +39.4% |
| 3Y | +177.9% | +418.8% | -240.9% | +99.6% |
| 5Y | +100.0% | +275.7% | -175.6% | +49.3% |
| 10Y | +1,108.1% | +1,496.2% | -388.1% | +527.4% |
| All | +1,064.4% | +276.1% | +788.3% | +444.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling