+568.1%
MRVL vs DFNS
-99.9%
+668.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.6% | +8.9% | +4.2% |
| 7D | +13.8% | +4.6% | +9.2% | +13.9% |
| 30D | +12.7% | -73.9% | +86.6% | +11.4% |
| 3M | -11.9% | -71.7% | +59.8% | -10.1% |
| 6M | +153.8% | -94.6% | +248.4% | +155.1% |
| YTD | +177.0% | -98.1% | +275.0% | +175.7% |
| 1Y | +252.3% | -98.3% | +350.7% | +251.3% |
| 3Y | +325.5% | -99.9% | +425.4% | +358.2% |
| 5Y | +290.9% | -99.9% | +390.7% | +348.2% |
| All | +568.1% | -99.9% | +668.0% | +701.3% |
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