+321.2%
MRVL vs DG
+4.6%
+316.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.6% | +6.8% | +3.8% |
| 7D | +13.8% | -4.8% | +18.6% | +13.0% |
| 30D | +12.7% | +1.8% | +10.9% | +13.1% |
| 3M | -11.9% | +14.5% | -26.4% | -9.9% |
| 6M | +153.8% | -13.6% | +167.4% | +152.4% |
| YTD | +177.0% | -4.8% | +181.8% | +178.9% |
| 1Y | +252.3% | +21.6% | +230.8% | +267.6% |
| All | +321.2% | +4.6% | +316.5% | +383.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling