+278.0%
MRVL vs BTDR
+16.5%
+261.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.5% | +3.1% | -2.4% |
| 7D | +8.7% | -3.2% | +11.9% | +9.2% |
| 30D | +6.9% | +32.7% | -25.8% | +2.1% |
| 3M | -10.1% | -28.4% | +18.3% | -6.4% |
| 6M | +143.4% | +51.7% | +91.7% | +130.1% |
| YTD | +167.5% | +2.9% | +164.6% | +162.2% |
| 1Y | +239.0% | -15.5% | +254.4% | +232.8% |
| 3Y | +311.0% | 0.0% | +311.0% | +262.4% |
| 5Y | +278.0% | +16.5% | +261.5% | +201.0% |
| All | +278.0% | +16.5% | +261.5% | +201.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling