+800.5%
MRVL vs DT
+103.5%
+697.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.7% | +7.8% |
| 7D | +3.2% | -3.3% | +6.5% | +4.6% |
| 30D | +5.9% | +2.0% | +3.9% | +4.3% |
| 3M | -29.3% | +20.0% | -49.3% | -36.0% |
| 6M | +186.5% | +39.3% | +147.2% | +134.3% |
| YTD | +163.4% | +19.8% | +143.7% | +130.3% |
| 1Y | +249.5% | +4.3% | +245.2% | +224.8% |
| 3Y | +289.4% | +7.7% | +281.7% | +254.7% |
| 5Y | +270.2% | -26.8% | +297.1% | +274.4% |
| All | +800.5% | +103.5% | +697.0% | +481.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling