+82.7%
MRVL vs DT
-5.1%
+87.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.5% | -7.1% |
| 7D | -36.5% | -25.5% | -11.0% | -37.3% |
| 30D | -41.1% | -22.3% | -18.8% | -41.4% |
| 3M | -26.9% | +2.3% | -29.2% | -23.9% |
| 6M | -2.3% | +20.7% | -23.0% | +5.2% |
| YTD | +88.4% | +7.9% | +80.4% | +95.5% |
| 1Y | +82.7% | -5.7% | +88.5% | +82.1% |
| All | +82.7% | -5.1% | +87.9% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling