+1,120.0%
MRVL vs DG
+617.0%
+502.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.3% |
| 7D | +23.1% | -2.5% | +25.6% | +23.6% |
| 30D | -38.8% | +7.7% | -46.5% | -39.8% |
| 3M | -24.2% | +13.1% | -37.3% | -26.3% |
| 6M | 0.0% | +32.0% | -32.0% | -6.3% |
| YTD | +93.8% | +3.3% | +90.5% | +89.6% |
| 1Y | +84.4% | +31.7% | +52.7% | +71.2% |
| 3Y | +203.6% | +21.7% | +181.9% | +172.3% |
| 5Y | +127.8% | -34.7% | +162.6% | +145.0% |
| 10Y | +1,257.2% | +106.7% | +1,150.5% | +994.3% |
| All | +1,120.0% | +617.0% | +502.9% | +531.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling