+851.1%
MRVL vs DT
+100.3%
+750.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.3% |
| 7D | +5.6% | -1.6% | +7.2% | +6.3% |
| 30D | +8.8% | +3.0% | +5.7% | +6.7% |
| 3M | -15.9% | +26.5% | -42.4% | -25.9% |
| 6M | +161.3% | +35.9% | +125.3% | +116.3% |
| YTD | +178.2% | +17.8% | +160.4% | +144.8% |
| 1Y | +255.3% | +4.1% | +251.3% | +230.6% |
| 3Y | +323.1% | +5.3% | +317.8% | +289.1% |
| 5Y | +293.2% | -27.2% | +320.4% | +298.4% |
| All | +851.1% | +100.3% | +750.8% | +517.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling