+79.4%
MRVL vs DLR
+13.8%
+65.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -3.2% |
| 7D | +11.0% | +3.3% | +7.7% | +8.4% |
| 30D | -36.1% | +4.6% | -40.7% | -37.3% |
| 3M | -29.4% | -8.3% | -21.2% | -25.1% |
| 6M | -11.9% | -5.6% | -6.2% | -6.8% |
| YTD | +84.8% | +18.7% | +66.1% | +65.3% |
| 1Y | +79.4% | +17.1% | +62.3% | +64.2% |
| All | +79.4% | +13.8% | +65.6% | +64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling