+89.2%
MRVL vs DASH
-12.0%
+101.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -9.4% | -7.0% | -12.5% |
| 7D | -38.8% | +0.5% | -39.3% | -39.2% |
| 30D | -53.5% | -7.1% | -46.4% | -52.5% |
| 3M | -36.7% | -13.2% | -23.5% | -34.1% |
| 6M | -20.8% | +8.3% | -29.1% | -27.1% |
| YTD | +57.4% | -20.6% | +78.0% | +64.5% |
| 1Y | +44.0% | -24.4% | +68.4% | +51.1% |
| 3Y | +162.2% | +94.5% | +67.7% | +76.9% |
| 5Y | +89.2% | -9.4% | +98.6% | +20.8% |
| All | +89.2% | -12.0% | +101.1% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling