+79.4%
MRVL vs DT
-2.7%
+82.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.7% |
| 7D | +11.0% | +3.1% | +7.9% | +10.8% |
| 30D | -36.1% | -29.5% | -6.6% | -36.5% |
| 3M | -29.4% | -11.7% | -17.7% | -27.4% |
| 6M | -11.9% | +29.0% | -40.9% | -3.8% |
| YTD | +84.8% | +3.4% | +81.4% | +97.5% |
| 1Y | +79.4% | -4.2% | +83.6% | +90.8% |
| All | +79.4% | -2.7% | +82.1% | +90.8% |
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