+220.9%
MRVL vs DASH
-1.1%
+222.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -9.4% | -7.0% | -12.9% |
| 7D | -38.8% | +0.5% | -39.3% | -39.2% |
| 30D | -53.5% | -7.1% | -46.4% | -52.6% |
| 3M | -36.7% | -13.2% | -23.5% | -34.3% |
| 6M | -20.8% | +8.3% | -29.1% | -26.3% |
| YTD | +57.4% | -20.6% | +78.0% | +63.7% |
| 1Y | +44.0% | -24.4% | +68.4% | +50.3% |
| 3Y | +162.2% | +94.5% | +67.7% | +88.9% |
| 5Y | +89.2% | -9.4% | +98.6% | +43.2% |
| All | +220.9% | -1.1% | +222.0% | +133.1% |
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