+437.0%
MRVL vs DASH
+16.3%
+420.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.6% | +11.7% | +8.8% |
| 7D | +3.2% | -10.6% | +13.8% | +7.5% |
| 30D | +5.9% | +2.2% | +3.8% | +4.7% |
| 3M | -29.3% | +32.3% | -61.6% | -37.5% |
| 6M | +186.5% | +19.1% | +167.4% | +158.3% |
| YTD | +163.4% | -6.5% | +170.0% | +160.9% |
| 1Y | +249.5% | -14.9% | +264.4% | +254.6% |
| 3Y | +289.4% | +151.9% | +137.4% | +156.0% |
| 5Y | +270.2% | +9.4% | +260.8% | +165.4% |
| All | +437.0% | +16.3% | +420.7% | +271.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling