+1,173.1%
MRVL vs DG
+105.2%
+1,067.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.3% | -4.6% |
| 7D | +11.0% | +0.3% | +10.7% | +11.0% |
| 30D | -36.1% | +3.2% | -39.3% | -36.6% |
| 3M | -29.4% | +10.4% | -39.9% | -30.9% |
| 6M | -11.9% | +33.2% | -45.0% | -17.2% |
| YTD | +84.8% | +3.0% | +81.8% | +81.6% |
| 1Y | +79.4% | +31.2% | +48.2% | +67.4% |
| 3Y | +195.7% | +21.8% | +173.9% | +165.0% |
| 5Y | +117.2% | -35.0% | +152.2% | +149.4% |
| All | +1,173.1% | +105.2% | +1,067.9% | +906.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling