+1,173.1%
MRVL vs DD
+97.1%
+1,076.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.3% |
| 7D | +11.0% | +5.0% | +6.1% | +7.8% |
| 30D | -36.1% | +19.7% | -55.8% | -42.9% |
| 3M | -29.4% | +7.2% | -36.6% | -32.4% |
| 6M | -11.9% | +1.0% | -12.9% | -12.0% |
| YTD | +84.8% | +29.1% | +55.7% | +57.3% |
| 1Y | +79.4% | +28.5% | +50.9% | +53.1% |
| 3Y | +195.7% | +89.4% | +106.3% | +93.2% |
| 5Y | +117.2% | +67.1% | +50.0% | +53.8% |
| All | +1,173.1% | +97.1% | +1,076.0% | +720.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling