+82.7%
MRVL vs DG
+45.3%
+37.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +8.5% | -15.6% | -3.8% |
| 7D | -36.5% | +12.3% | -48.8% | -33.3% |
| 30D | -41.1% | +19.3% | -60.4% | -37.1% |
| 3M | -26.9% | +11.9% | -38.7% | -22.8% |
| 6M | -2.3% | +25.0% | -27.3% | +5.9% |
| YTD | +88.4% | +8.7% | +79.6% | +105.8% |
| 1Y | +82.7% | +44.7% | +38.1% | +111.4% |
| All | +82.7% | +45.3% | +37.5% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling