+1,925.8%
MRVL vs DVA
+187.8%
+1,738.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +5.6% | -1.3% | +6.9% | +5.9% |
| 30D | +8.8% | 0.0% | +8.7% | +8.7% |
| 3M | -15.9% | -10.9% | -4.9% | -14.8% |
| 6M | +161.3% | +17.3% | +144.0% | +148.7% |
| YTD | +178.2% | +59.8% | +118.4% | +145.6% |
| 1Y | +255.3% | +36.3% | +219.1% | +224.3% |
| 3Y | +323.1% | +88.6% | +234.5% | +245.9% |
| 5Y | +293.2% | +47.5% | +245.7% | +231.3% |
| All | +1,925.8% | +187.8% | +1,738.0% | +1,372.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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