+82.7%
MRVL vs DD
+49.3%
+33.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.8% | -5.3% | -5.9% |
| 7D | -36.5% | +8.7% | -45.2% | -40.3% |
| 30D | -41.1% | +15.3% | -56.4% | -47.0% |
| 3M | -26.9% | +5.9% | -32.8% | -30.1% |
| 6M | -2.3% | +11.6% | -13.9% | -7.8% |
| YTD | +88.4% | +26.5% | +61.8% | +61.0% |
| 1Y | +82.7% | +35.4% | +47.3% | +48.3% |
| All | +82.7% | +49.3% | +33.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling