+286.1%
MRVL vs BTDR
+23.8%
+262.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.9% | +3.1% | +6.4% |
| 7D | +3.2% | +20.0% | -16.8% | +0.2% |
| 30D | +5.9% | +11.9% | -6.0% | +3.6% |
| 3M | -29.3% | -36.9% | +7.6% | -25.0% |
| 6M | +186.5% | +56.5% | +130.0% | +168.8% |
| YTD | +163.4% | +10.4% | +153.0% | +155.5% |
| 1Y | +249.5% | +3.1% | +246.4% | +234.1% |
| 3Y | +289.4% | -2.6% | +292.0% | +240.2% |
| 5Y | +270.2% | +25.2% | +245.1% | +205.4% |
| All | +286.1% | +23.8% | +262.3% | +217.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling