+339.6%
MRVL vs DFNS
-100.0%
+439.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.0% | +12.5% | +9.5% |
| 7D | -9.8% | -42.8% | +33.0% | -10.3% |
| 30D | -43.8% | -67.6% | +23.7% | -44.4% |
| 3M | -29.3% | -94.9% | +65.6% | -31.2% |
| 6M | -9.1% | -96.7% | +87.7% | -9.1% |
| YTD | +82.2% | -99.6% | +181.8% | +78.8% |
| 1Y | +70.3% | -99.7% | +170.1% | +66.5% |
| 3Y | +197.0% | -100.0% | +297.0% | +214.8% |
| 5Y | +115.8% | -100.0% | +215.7% | +143.4% |
| All | +339.6% | -100.0% | +439.6% | +419.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling