+121.8%
MRVL vs DLR
+36.3%
+85.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.4% | +6.1% | +6.6% |
| 7D | -9.8% | +2.4% | -12.2% | -11.0% |
| 30D | -43.8% | +0.7% | -44.6% | -43.7% |
| 3M | -29.3% | -6.4% | -22.9% | -24.3% |
| 6M | -9.1% | -6.5% | -2.5% | -4.2% |
| YTD | +82.2% | +18.8% | +63.4% | +56.4% |
| 1Y | +70.3% | +9.0% | +61.3% | +57.2% |
| 3Y | +197.0% | +54.5% | +142.5% | +106.2% |
| All | +121.8% | +36.3% | +85.4% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling