+186.5%
MRVL vs DD
-9.3%
+195.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.4% | +6.7% | +6.7% |
| 7D | +3.2% | -3.5% | +6.7% | +7.0% |
| 30D | +5.9% | -10.3% | +16.3% | +18.0% |
| 3M | -29.3% | -7.5% | -21.8% | -23.1% |
| 6M | +186.5% | -8.0% | +194.5% | +220.4% |
| All | +186.5% | -9.3% | +195.8% | +220.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling