+280.4%
MRVL vs DFNS
-99.9%
+380.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | +7.1% | +0.8% | +6.3% | +7.2% |
| 30D | +3.1% | -73.2% | +76.3% | +1.9% |
| 3M | -21.9% | -72.4% | +50.5% | -20.4% |
| 6M | +151.8% | -95.2% | +247.1% | +152.8% |
| YTD | +165.6% | -98.0% | +263.6% | +164.5% |
| 1Y | +242.3% | -98.3% | +340.5% | +241.4% |
| 3Y | +308.2% | -99.9% | +408.0% | +345.1% |
| 5Y | +280.4% | -99.9% | +380.2% | +275.6% |
| All | +280.4% | -99.9% | +380.2% | +275.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling