+118.8%
MRVL vs MCD
+21.9%
+96.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.7% |
| 7D | +11.0% | -1.6% | +12.7% | +11.0% |
| 30D | -36.1% | +14.1% | -50.2% | -36.7% |
| 3M | -29.4% | +0.6% | -30.0% | -29.0% |
| 6M | -11.9% | 0.0% | -11.9% | -11.9% |
| YTD | +84.8% | -9.3% | +94.0% | +90.8% |
| 1Y | +79.4% | -9.3% | +88.7% | +84.9% |
| 3Y | +195.7% | +8.6% | +187.1% | +161.8% |
| All | +118.8% | +21.9% | +96.9% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling