+239.3%
MRVL vs DASH
-1.3%
+240.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.9% | +5.8% |
| 7D | -28.1% | +0.4% | -28.5% | -28.5% |
| 30D | -50.4% | -6.0% | -44.3% | -49.7% |
| 3M | -32.9% | -15.8% | -17.2% | -29.6% |
| 6M | -17.9% | +7.0% | -24.9% | -23.3% |
| YTD | +66.4% | -20.7% | +87.1% | +73.1% |
| 1Y | +51.5% | -8.5% | +60.1% | +47.4% |
| 3Y | +177.9% | +101.8% | +76.1% | +97.5% |
| 5Y | +100.0% | -9.6% | +109.6% | +51.5% |
| All | +239.3% | -1.3% | +240.5% | +146.6% |
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