+66.1%
MRVL vs MCD
-3.5%
+69.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.8% | +7.7% | +11.3% |
| 7D | -9.8% | +5.9% | -15.8% | -3.8% |
| 30D | -43.8% | +19.6% | -63.5% | -31.9% |
| 3M | -29.3% | +3.3% | -32.6% | -23.8% |
| 6M | -9.1% | +3.5% | -12.6% | -0.2% |
| YTD | +82.2% | -6.1% | +88.3% | +106.6% |
| All | +66.1% | -3.5% | +69.6% | +88.4% |
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