+134.1%
MRVL vs DG
-32.2%
+166.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.2% | +9.3% |
| 7D | +5.6% | -3.0% | +8.6% | +5.5% |
| 30D | -36.5% | +8.6% | -45.1% | -36.2% |
| 3M | -20.5% | +15.0% | -35.5% | -20.1% |
| 6M | -1.1% | +32.7% | -33.8% | -1.2% |
| YTD | +99.0% | +5.5% | +93.5% | +100.6% |
| 1Y | +89.3% | +34.6% | +54.7% | +89.2% |
| 3Y | +211.6% | +24.2% | +187.4% | +212.0% |
| 5Y | +134.1% | -32.3% | +166.3% | +188.8% |
| All | +134.1% | -32.2% | +166.2% | +188.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling