+1,189.5%
MRVL vs DLR
+3,455.1%
-2,265.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -3.8% |
| 7D | +11.0% | +3.3% | +7.7% | +9.5% |
| 30D | -36.1% | +4.6% | -40.7% | -37.1% |
| 3M | -29.4% | -8.3% | -21.2% | -25.8% |
| 6M | -11.9% | -5.6% | -6.2% | -9.3% |
| YTD | +84.8% | +18.7% | +66.1% | +71.1% |
| 1Y | +79.4% | +17.1% | +62.3% | +67.3% |
| 3Y | +195.7% | +54.4% | +141.4% | +148.2% |
| 5Y | +117.2% | +36.5% | +80.7% | +90.8% |
| 10Y | +1,193.7% | +187.7% | +1,006.0% | +707.6% |
| All | +1,189.5% | +3,455.1% | -2,265.6% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling