+1,064.4%
MRVL vs D
+828.5%
+235.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.2% |
| 7D | -28.1% | +3.0% | -31.1% | -29.0% |
| 30D | -50.4% | +11.5% | -61.9% | -52.5% |
| 3M | -32.9% | +3.7% | -36.7% | -34.2% |
| 6M | -17.9% | +13.5% | -31.5% | -22.5% |
| YTD | +66.4% | +20.7% | +45.7% | +53.6% |
| 1Y | +51.5% | +18.2% | +33.3% | +40.5% |
| 3Y | +177.9% | +73.3% | +104.6% | +115.2% |
| 5Y | +100.0% | +12.3% | +87.8% | +81.6% |
| 10Y | +1,108.1% | +43.4% | +1,064.7% | +829.0% |
| All | +1,064.4% | +828.5% | +235.9% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling