+1,293.1%
MRVL vs DLR
+188.5%
+1,104.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.2% | +9.2% |
| 7D | +5.6% | -2.0% | +7.7% | +7.6% |
| 30D | -36.5% | +0.5% | -37.0% | -36.2% |
| 3M | -20.5% | -4.4% | -16.1% | -17.4% |
| 6M | -1.1% | -6.4% | +5.3% | +2.9% |
| YTD | +99.0% | +19.5% | +79.5% | +79.2% |
| 1Y | +89.3% | +10.5% | +78.8% | +78.5% |
| 3Y | +211.6% | +54.0% | +157.6% | +149.0% |
| 5Y | +134.1% | +39.7% | +94.3% | +88.7% |
| 10Y | +1,293.1% | +189.5% | +1,103.6% | +764.2% |
| All | +1,293.1% | +188.5% | +1,104.6% | +764.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling