+82.7%
MRVL vs D
+23.9%
+58.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +4.4% | -11.5% | -4.8% |
| 7D | -36.5% | +8.5% | -45.0% | -33.7% |
| 30D | -41.1% | +14.3% | -55.4% | -37.6% |
| 3M | -26.9% | +1.8% | -28.7% | -24.5% |
| 6M | -2.3% | +13.0% | -15.4% | +2.0% |
| YTD | +88.4% | +22.7% | +65.6% | +102.5% |
| 1Y | +82.7% | +22.6% | +60.1% | +97.7% |
| All | +82.7% | +23.9% | +58.8% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling