+308.2%
MRVL vs DLR
+57.6%
+250.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +7.1% | +3.4% | +3.7% | +4.4% |
| 30D | +3.1% | -2.2% | +5.3% | +5.2% |
| 3M | -21.9% | +4.7% | -26.7% | -25.9% |
| 6M | +151.8% | +9.0% | +142.8% | +132.5% |
| YTD | +165.6% | +24.1% | +141.5% | +117.5% |
| 1Y | +242.3% | +20.9% | +221.3% | +182.8% |
| 3Y | +308.2% | +60.0% | +248.1% | +188.3% |
| All | +308.2% | +57.6% | +250.6% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling