+121.5%
MRVL vs DD
+70.0%
+51.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -1.1% |
| 7D | -10.2% | +2.2% | -12.5% | -11.2% |
| 30D | -43.9% | +20.7% | -64.6% | -52.0% |
| 3M | -26.0% | +11.3% | -37.3% | -32.2% |
| 6M | -9.2% | +6.0% | -15.2% | -13.0% |
| YTD | +82.0% | +31.7% | +50.3% | +43.4% |
| 1Y | +65.9% | +32.2% | +33.6% | +30.1% |
| 3Y | +185.0% | +92.7% | +92.4% | +48.8% |
| 5Y | +121.5% | +72.1% | +49.3% | +33.9% |
| All | +121.5% | +70.0% | +51.5% | +33.9% |
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