+323.1%
MRVL vs DGX
+96.4%
+226.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +4.4% |
| 7D | +5.6% | -0.9% | +6.5% | +5.4% |
| 30D | +8.8% | -1.2% | +9.9% | +8.4% |
| 3M | -15.9% | +15.8% | -31.6% | -12.5% |
| 6M | +161.3% | +18.2% | +143.1% | +173.4% |
| YTD | +178.2% | +37.2% | +141.0% | +196.2% |
| 1Y | +255.3% | +30.4% | +225.0% | +276.9% |
| 3Y | +323.1% | +96.7% | +226.4% | +358.6% |
| All | +323.1% | +96.4% | +226.7% | +358.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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