+345.8%
MRVL vs DFNS
-100.0%
+445.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.5% | +0.8% | -4.7% |
| 7D | +11.0% | -6.0% | +17.0% | +11.0% |
| 30D | -36.1% | -71.2% | +35.1% | -36.8% |
| 3M | -29.4% | -94.5% | +65.1% | -31.2% |
| 6M | -11.9% | -96.5% | +84.7% | -11.8% |
| YTD | +84.8% | -99.6% | +184.4% | +81.2% |
| 1Y | +79.4% | -99.7% | +179.1% | +75.7% |
| 3Y | +195.7% | -100.0% | +295.7% | +213.7% |
| 5Y | +117.2% | -100.0% | +217.2% | +144.8% |
| All | +345.8% | -100.0% | +445.7% | +426.8% |
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