+1,192.7%
MRVL vs DVA
+9,209.9%
-8,017.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.7% |
| 7D | +11.0% | -8.8% | +19.8% | +13.4% |
| 30D | -36.1% | -3.4% | -32.7% | -36.0% |
| 3M | -29.4% | -2.6% | -26.9% | -29.8% |
| 6M | -11.9% | -11.9% | 0.0% | -11.2% |
| YTD | +84.8% | +53.6% | +31.1% | +57.7% |
| 1Y | +79.4% | +41.9% | +37.6% | +56.3% |
| 3Y | +195.7% | +97.5% | +98.2% | +128.0% |
| 5Y | +117.2% | +65.0% | +52.2% | +69.1% |
| 10Y | +1,193.7% | +193.2% | +1,000.5% | +701.8% |
| All | +1,192.7% | +9,209.9% | -8,017.2% | +253.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling