+307.7%
MRVL vs BTDR
+19.6%
+288.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +3.4% |
| 7D | +5.6% | -3.4% | +9.0% | +6.2% |
| 30D | +8.8% | +32.6% | -23.8% | +3.8% |
| 3M | -15.9% | -32.2% | +16.4% | -11.8% |
| 6M | +161.3% | +52.4% | +108.9% | +146.6% |
| YTD | +178.2% | +6.7% | +171.5% | +171.2% |
| 1Y | +255.3% | -15.2% | +270.6% | +248.4% |
| 3Y | +323.1% | +14.9% | +308.2% | +270.6% |
| 5Y | +293.2% | +20.8% | +272.4% | +225.8% |
| All | +307.7% | +19.6% | +288.1% | +236.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling