+1,204.0%
MRVL vs DXCM
+421.6%
+782.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.1% | +7.4% | +9.0% |
| 7D | -9.8% | -4.4% | -5.5% | -8.9% |
| 30D | -43.8% | -3.6% | -40.2% | -43.6% |
| 3M | -29.3% | -4.3% | -25.0% | -29.2% |
| 6M | -9.1% | +33.8% | -42.8% | -17.8% |
| YTD | +82.2% | +22.1% | +60.1% | +68.0% |
| 1Y | +70.3% | +47.4% | +22.9% | +49.0% |
| 3Y | +197.0% | -12.3% | +209.3% | +178.7% |
| 5Y | +115.8% | -49.1% | +164.9% | +123.3% |
| 10Y | +1,204.0% | +423.1% | +780.9% | +865.7% |
| All | +1,204.0% | +421.6% | +782.4% | +865.7% |
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