+380.0%
MRVL vs DFNS
-100.0%
+480.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +12.7% | -3.4% | +9.4% |
| 7D | +5.6% | -13.0% | +18.6% | +5.5% |
| 30D | -36.5% | -56.9% | +20.4% | -37.0% |
| 3M | -20.5% | -93.2% | +72.7% | -22.4% |
| 6M | -1.1% | -95.4% | +94.3% | -0.8% |
| YTD | +99.0% | -99.5% | +198.5% | +95.6% |
| 1Y | +89.3% | -99.6% | +188.9% | +85.6% |
| 3Y | +211.6% | -100.0% | +311.6% | +231.2% |
| 5Y | +134.1% | -100.0% | +234.0% | +164.6% |
| All | +380.0% | -100.0% | +480.0% | +468.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling