-1.1%
MRVL vs DIA
+6.5%
-7.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.5% | +8.8% | +8.2% |
| 7D | +5.6% | -1.6% | +7.3% | +10.3% |
| 30D | -36.5% | +1.3% | -37.8% | -36.9% |
| 3M | -20.5% | -2.1% | -18.4% | -14.7% |
| 6M | -1.1% | +6.2% | -7.4% | -20.2% |
| All | -1.1% | +6.5% | -7.7% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 6mo: compounded portfolio wealth divided by compounded DIA 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…
6mo analysis · Full analysis span regression · 6 months rolling