+82.7%
MRVL vs MCD
-3.6%
+86.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +6.5% | -13.6% | -0.3% |
| 7D | -36.5% | +11.9% | -48.4% | -27.9% |
| 30D | -41.1% | +20.2% | -61.3% | -28.7% |
| 3M | -26.9% | +5.2% | -32.0% | -20.0% |
| 6M | -2.3% | 0.0% | -2.3% | +6.8% |
| YTD | +88.4% | -6.5% | +94.9% | +112.1% |
| 1Y | +82.7% | -3.9% | +86.7% | +105.0% |
| All | +82.7% | -3.6% | +86.4% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 1y: compounded portfolio wealth divided by compounded MCD 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…
1y analysis · Full analysis span regression · 6 months rolling