+276.6%
MRVL vs DASH
-5.8%
+282.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.4% |
| 7D | +11.0% | -4.5% | +15.6% | +13.0% |
| 30D | -36.1% | -6.8% | -29.3% | -35.1% |
| 3M | -29.4% | -20.7% | -8.7% | -24.3% |
| 6M | -11.9% | +15.1% | -26.9% | -19.7% |
| YTD | +84.8% | -24.3% | +109.0% | +95.6% |
| 1Y | +79.4% | -12.1% | +91.6% | +77.2% |
| 3Y | +195.7% | +91.1% | +104.7% | +114.7% |
| 5Y | +117.2% | -30.3% | +147.5% | +74.5% |
| All | +276.6% | -5.8% | +282.4% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling