+1,192.7%
MRVL vs DHR
+4,757.0%
-3,564.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.0% | -4.9% |
| 7D | +11.0% | +1.2% | +9.8% | +10.3% |
| 30D | -36.1% | +3.7% | -39.8% | -37.2% |
| 3M | -29.4% | +14.5% | -43.9% | -35.0% |
| 6M | -11.9% | +40.9% | -52.8% | -31.0% |
| YTD | +84.8% | +2.4% | +82.4% | +74.9% |
| 1Y | +79.4% | +6.1% | +73.3% | +65.9% |
| 3Y | +195.7% | +21.0% | +174.7% | +139.4% |
| 5Y | +117.2% | -11.4% | +128.6% | +117.5% |
| 10Y | +1,193.7% | +241.8% | +951.9% | +458.0% |
| All | +1,192.7% | +4,757.0% | -3,564.3% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 all: compounded portfolio wealth divided by compounded DHR 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…
all analysis · Full analysis span regression · 6 months rolling