+121.5%
MRVL vs DT
-42.0%
+163.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | -10.2% | -7.5% | -2.7% | -6.2% |
| 30D | -43.9% | -31.5% | -12.4% | -32.2% |
| 3M | -26.0% | -14.0% | -12.0% | -20.7% |
| 6M | -9.2% | +6.9% | -16.1% | -15.4% |
| YTD | +82.0% | +0.3% | +81.6% | +70.6% |
| 1Y | +65.9% | -6.9% | +72.8% | +62.4% |
| 3Y | +185.0% | -13.9% | +198.9% | +187.6% |
| 5Y | +121.5% | -39.9% | +161.4% | +139.6% |
| All | +121.5% | -42.0% | +163.5% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling