+1,847.4%
MRVL vs DD
+67.0%
+1,780.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.1% |
| 7D | +8.7% | -2.9% | +11.6% | +10.6% |
| 30D | +6.9% | -11.5% | +18.4% | +15.4% |
| 3M | -10.1% | -5.4% | -4.7% | -6.8% |
| 6M | +143.4% | -6.9% | +150.3% | +156.8% |
| YTD | +167.5% | +6.9% | +160.6% | +156.3% |
| 1Y | +239.0% | +35.6% | +203.3% | +177.3% |
| 3Y | +311.0% | +42.5% | +268.4% | +219.9% |
| 5Y | +278.0% | +58.5% | +219.5% | +180.9% |
| All | +1,847.4% | +67.0% | +1,780.4% | +1,252.9% |
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