+239.0%
MRVL vs DT
+1.8%
+237.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.3% |
| 7D | +8.7% | -2.5% | +11.2% | +8.4% |
| 30D | +6.9% | +3.5% | +3.4% | +7.4% |
| 3M | -10.1% | +26.7% | -36.8% | -8.1% |
| 6M | +143.4% | +36.1% | +107.3% | +154.0% |
| YTD | +167.5% | +18.6% | +148.8% | +182.0% |
| 1Y | +239.0% | +7.9% | +231.1% | +265.7% |
| All | +239.0% | +1.8% | +237.2% | +265.7% |
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