+278.0%
MRVL vs USHY
+20.9%
+257.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -1.5% |
| 7D | +8.7% | -0.7% | +9.4% | +11.9% |
| 30D | +6.9% | -0.5% | +7.4% | +9.4% |
| 3M | -10.1% | +0.5% | -10.6% | -11.2% |
| 6M | +143.4% | +1.5% | +141.9% | +134.5% |
| YTD | +167.5% | +1.7% | +165.7% | +155.3% |
| 1Y | +239.0% | +3.5% | +235.4% | +204.0% |
| 3Y | +311.0% | +27.2% | +283.8% | +87.6% |
| 5Y | +278.0% | +21.0% | +257.0% | +176.7% |
| All | +278.0% | +20.9% | +257.1% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling