+290.9%
MRVL vs DD
+59.3%
+231.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.8% | +6.3% |
| 7D | +13.8% | -3.8% | +17.6% | +17.2% |
| 30D | +12.7% | -9.2% | +21.9% | +21.7% |
| 3M | -11.9% | -9.0% | -2.9% | -5.0% |
| 6M | +153.8% | -5.0% | +158.8% | +166.6% |
| YTD | +177.0% | +7.4% | +169.6% | +159.3% |
| 1Y | +252.3% | +35.1% | +217.2% | +169.0% |
| 3Y | +325.5% | +43.2% | +282.3% | +195.3% |
| 5Y | +290.9% | +59.6% | +231.2% | +161.9% |
| All | +290.9% | +59.3% | +231.6% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling