+52.7%
DRAM vs MRVL
+53.4%
-0.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.7% | +1.8% | +0.2% |
| 7D | +7.9% | +11.0% | -3.1% | +0.8% |
| 30D | -15.4% | -36.1% | +20.7% | +11.8% |
| 3M | -25.5% | -29.4% | +3.9% | -8.9% |
| 6M | -22.3% | -11.9% | -10.4% | -9.7% |
| All | +52.7% | +53.4% | -0.6% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRVL.
Daily Out/Under-Performance
Portfolio return minus MRVL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRVL 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 MRVL 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