+271.9%
MRVL vs MCD
+20.4%
+251.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.6% | +7.3% |
| 7D | +3.2% | -2.8% | +6.0% | +3.6% |
| 30D | +5.9% | -6.0% | +12.0% | +6.9% |
| 3M | -29.3% | -5.6% | -23.8% | -29.2% |
| 6M | +186.5% | -21.9% | +208.3% | +206.4% |
| YTD | +163.4% | -14.7% | +178.1% | +172.7% |
| 1Y | +249.5% | -17.3% | +266.8% | +265.1% |
| 3Y | +289.4% | -2.2% | +291.5% | +260.7% |
| All | +271.9% | +20.4% | +251.5% | +176.7% |
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