+1,173.1%
MRVL vs DXCM
+402.7%
+770.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -5.3% |
| 7D | +11.0% | +4.9% | +6.1% | +9.7% |
| 30D | -36.1% | -0.2% | -35.9% | -36.4% |
| 3M | -29.4% | -8.9% | -20.5% | -28.4% |
| 6M | -11.9% | +42.3% | -54.1% | -21.5% |
| YTD | +84.8% | +25.6% | +59.2% | +69.2% |
| 1Y | +79.4% | +39.5% | +39.9% | +59.6% |
| 3Y | +195.7% | -15.3% | +211.0% | +180.7% |
| 5Y | +117.2% | -48.4% | +165.6% | +123.8% |
| All | +1,173.1% | +402.7% | +770.4% | +850.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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