+1,204.0%
MRVL vs MCD
+219.3%
+984.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.8% | +7.7% | +8.8% |
| 7D | -9.8% | +5.9% | -15.8% | -12.0% |
| 30D | -43.8% | +19.6% | -63.5% | -48.2% |
| 3M | -29.3% | +3.3% | -32.6% | -30.8% |
| 6M | -9.1% | +3.5% | -12.6% | -12.5% |
| YTD | +82.2% | -6.1% | +88.3% | +83.8% |
| 1Y | +70.3% | -3.7% | +74.0% | +68.9% |
| 3Y | +197.0% | +13.4% | +183.6% | +155.8% |
| 5Y | +115.8% | +25.2% | +90.6% | +74.3% |
| 10Y | +1,204.0% | +211.3% | +992.8% | +578.5% |
| All | +1,204.0% | +219.3% | +984.8% | +578.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling