+1,217.8%
MRVL vs DOC
+639.2%
+578.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.1% | -10.2% | -8.2% |
| 7D | -36.5% | +8.7% | -45.2% | -38.6% |
| 30D | -41.1% | +7.6% | -48.7% | -43.0% |
| 3M | -26.9% | -5.3% | -21.6% | -26.0% |
| 6M | -2.3% | +27.6% | -29.9% | -12.4% |
| YTD | +88.4% | +32.4% | +56.0% | +66.0% |
| 1Y | +82.7% | +22.9% | +59.9% | +65.1% |
| 3Y | +213.8% | +43.1% | +170.7% | +163.8% |
| 5Y | +127.4% | -21.4% | +148.8% | +138.2% |
| 10Y | +1,267.3% | +16.8% | +1,250.5% | +1,063.1% |
| All | +1,217.8% | +639.2% | +578.6% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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