+995.1%
MRVL vs DBX
+20.1%
+974.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.4% | +9.5% | +8.1% |
| 7D | +3.2% | -2.4% | +5.6% | +4.2% |
| 30D | +5.9% | -0.5% | +6.4% | +5.6% |
| 3M | -29.3% | +28.1% | -57.4% | -38.4% |
| 6M | +186.5% | +33.1% | +153.4% | +140.6% |
| YTD | +163.4% | +25.3% | +138.2% | +127.2% |
| 1Y | +249.5% | +18.3% | +231.1% | +206.5% |
| 3Y | +289.4% | +25.0% | +264.3% | +220.4% |
| 5Y | +270.2% | +7.5% | +262.7% | +218.8% |
| All | +995.1% | +20.1% | +974.9% | +682.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling