+289.3%
MRVL vs BTDR
+26.7%
+262.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.5% |
| 7D | +7.1% | +22.4% | -15.3% | +3.7% |
| 30D | +3.1% | +16.5% | -13.4% | +0.1% |
| 3M | -21.9% | -31.5% | +9.5% | -18.3% |
| 6M | +151.8% | +74.0% | +77.8% | +133.4% |
| YTD | +165.6% | +13.0% | +152.6% | +156.6% |
| 1Y | +242.3% | -0.2% | +242.5% | +228.2% |
| 3Y | +308.2% | +9.9% | +298.3% | +254.8% |
| 5Y | +280.4% | +28.1% | +252.3% | +212.6% |
| All | +289.3% | +26.7% | +262.6% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BTDR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling