+1,743.1%
MRVL vs D
+791.1%
+951.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.5% | +7.2% |
| 7D | +3.2% | +1.5% | +1.7% | +2.7% |
| 30D | +5.9% | -2.6% | +8.5% | +6.9% |
| 3M | -29.3% | 0.0% | -29.3% | -29.7% |
| 6M | +186.5% | +7.4% | +179.1% | +177.5% |
| YTD | +163.4% | +15.9% | +147.6% | +148.3% |
| 1Y | +249.5% | +18.1% | +231.4% | +225.5% |
| 3Y | +289.4% | +58.4% | +231.0% | +212.9% |
| 5Y | +270.2% | +5.2% | +265.0% | +246.0% |
| 10Y | +1,748.8% | +35.9% | +1,713.0% | +1,360.1% |
| All | +1,743.1% | +791.1% | +951.9% | +457.4% |
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