+177.9%
MRVL vs DXCM
-18.8%
+196.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.0% | +11.7% | +6.5% |
| 7D | -28.1% | -3.5% | -24.6% | -27.8% |
| 30D | -50.4% | -5.8% | -44.6% | -50.1% |
| 3M | -32.9% | -4.3% | -28.6% | -32.9% |
| 6M | -17.9% | +31.6% | -49.5% | -23.2% |
| YTD | +66.4% | +19.6% | +46.8% | +58.3% |
| 1Y | +51.5% | +36.9% | +14.7% | +40.0% |
| 3Y | +177.9% | -16.3% | +194.2% | +159.9% |
| All | +177.9% | -18.8% | +196.7% | +159.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling