+177.9%
MRVL vs MCD
+10.9%
+167.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.3% | +5.4% |
| 7D | -28.1% | +7.1% | -35.2% | -25.1% |
| 30D | -50.4% | +19.8% | -70.2% | -45.5% |
| 3M | -32.9% | +0.8% | -33.7% | -30.9% |
| 6M | -17.9% | -1.3% | -16.6% | -14.8% |
| YTD | +66.4% | -7.8% | +74.2% | +71.7% |
| 1Y | +51.5% | -5.0% | +56.5% | +57.2% |
| 3Y | +177.9% | +10.5% | +167.3% | +249.9% |
| All | +177.9% | +10.9% | +167.0% | +249.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling