+668.1%
MRVL vs DBX
+15.6%
+652.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.7% | -4.7% |
| 7D | +11.0% | -3.3% | +14.3% | +12.2% |
| 30D | -36.1% | -5.9% | -30.2% | -34.8% |
| 3M | -29.4% | -6.7% | -22.7% | -28.5% |
| 6M | -11.9% | +28.0% | -39.8% | -24.8% |
| YTD | +84.8% | +20.6% | +64.2% | +59.9% |
| 1Y | +79.4% | +10.3% | +69.1% | +61.5% |
| 3Y | +195.7% | +24.0% | +171.7% | +140.5% |
| 5Y | +117.2% | +24.2% | +92.9% | +76.3% |
| All | +668.1% | +15.6% | +652.4% | +450.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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