+1,743.1%
MRVL vs DD
+436.5%
+1,306.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.4% | +6.7% | +6.9% |
| 7D | +3.2% | -3.5% | +6.7% | +5.1% |
| 30D | +5.9% | -10.3% | +16.3% | +12.1% |
| 3M | -29.3% | -7.5% | -21.8% | -26.1% |
| 6M | +186.5% | -8.0% | +194.5% | +200.8% |
| YTD | +163.4% | +10.5% | +153.0% | +150.5% |
| 1Y | +249.5% | +38.3% | +211.2% | +194.0% |
| 3Y | +289.4% | +42.5% | +246.9% | +219.7% |
| 5Y | +270.2% | +60.2% | +210.1% | +192.9% |
| 10Y | +1,748.8% | +68.9% | +1,680.0% | +1,231.4% |
| All | +1,743.1% | +436.5% | +1,306.5% | +599.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling