+1,253.8%
MRVL vs USHY
+49.7%
+1,204.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +3.9% |
| 7D | +5.6% | -0.7% | +6.3% | +7.8% |
| 30D | +8.8% | -0.7% | +9.4% | +11.1% |
| 3M | -15.9% | +0.1% | -15.9% | -15.6% |
| 6M | +161.3% | +1.8% | +159.5% | +152.4% |
| YTD | +178.2% | +1.8% | +176.5% | +168.9% |
| 1Y | +255.3% | +3.3% | +252.0% | +230.7% |
| 3Y | +323.1% | +27.0% | +296.1% | +136.8% |
| 5Y | +293.2% | +21.0% | +272.2% | +160.7% |
| All | +1,253.8% | +49.7% | +1,204.1% | +525.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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