+920.5%
MRVL vs JD
+52.8%
+867.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.2% |
| 7D | -28.1% | +13.4% | -41.5% | -31.1% |
| 30D | -50.4% | +7.7% | -58.1% | -51.7% |
| 3M | -32.9% | -11.3% | -21.6% | -31.0% |
| 6M | -17.9% | -5.1% | -12.8% | -17.6% |
| YTD | +66.4% | +5.0% | +61.4% | +62.2% |
| 1Y | +51.5% | -5.6% | +57.2% | +52.5% |
| 3Y | +177.9% | +17.8% | +160.1% | +145.0% |
| 5Y | +100.0% | -57.2% | +157.2% | +125.2% |
| 10Y | +1,108.1% | +34.8% | +1,073.4% | +855.7% |
| All | +920.5% | +52.8% | +867.7% | +722.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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