+195.7%
MRVL vs DXCM
-13.9%
+209.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.4% | -7.1% | -5.0% |
| 7D | +11.0% | +4.9% | +6.1% | +10.4% |
| 30D | -36.1% | -0.2% | -35.9% | -36.2% |
| 3M | -29.4% | -8.9% | -20.5% | -28.7% |
| 6M | -11.9% | +42.3% | -54.1% | -18.5% |
| YTD | +84.8% | +25.6% | +59.2% | +74.6% |
| 1Y | +79.4% | +39.5% | +39.9% | +65.7% |
| 3Y | +195.7% | -15.3% | +211.0% | +161.6% |
| All | +195.7% | -13.9% | +209.7% | +161.6% |
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