+1,925.8%
MRVL vs DTE
+137.8%
+1,788.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.4% |
| 7D | +5.6% | -2.6% | +8.2% | +6.5% |
| 30D | +8.8% | -4.4% | +13.2% | +10.3% |
| 3M | -15.9% | -8.3% | -7.5% | -13.9% |
| 6M | +161.3% | -8.1% | +169.3% | +166.2% |
| YTD | +178.2% | +4.4% | +173.8% | +171.7% |
| 1Y | +255.3% | +0.2% | +255.1% | +251.2% |
| 3Y | +323.1% | +42.6% | +280.5% | +258.6% |
| 5Y | +293.2% | +31.5% | +261.7% | +242.8% |
| All | +1,925.8% | +137.8% | +1,788.0% | +1,287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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