+1,256.1%
MRVL vs DD
+530.8%
+725.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | +23.1% | +6.7% | +16.4% | +19.2% |
| 30D | -38.8% | +19.4% | -58.2% | -44.2% |
| 3M | -24.2% | +7.6% | -31.9% | -27.0% |
| 6M | 0.0% | +2.9% | -2.9% | -0.8% |
| YTD | +93.8% | +29.9% | +64.0% | +69.6% |
| 1Y | +84.4% | +28.6% | +55.8% | +62.0% |
| 3Y | +203.6% | +90.0% | +113.6% | +115.8% |
| 5Y | +127.8% | +68.1% | +59.7% | +75.7% |
| 10Y | +1,257.2% | +98.7% | +1,158.5% | +799.6% |
| All | +1,256.1% | +530.8% | +725.3% | +373.8% |
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