+1,192.5%
MRVL vs USHY
+50.7%
+1,141.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | +3.1% | 0.0% | +3.1% | +3.3% |
| 3M | -21.9% | +1.2% | -23.1% | -24.1% |
| 6M | +151.8% | +2.6% | +149.2% | +137.7% |
| YTD | +165.6% | +2.4% | +163.2% | +151.8% |
| 1Y | +242.3% | +4.2% | +238.0% | +210.1% |
| 3Y | +308.2% | +28.0% | +280.1% | +123.0% |
| 5Y | +280.4% | +21.8% | +258.6% | +147.4% |
| All | +1,192.5% | +50.7% | +1,141.8% | +485.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling