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  • MRVL vs DLTR✓SelectedUSD · DLTRMRVL vs DLTR performance historyLatest closeAs of+0.83%09/08
Stock and ETF performance explorer

MRVL vs DLTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,758.4%
DLTR return
+863.4%
Excess return
+895.0%
Maximum drawdown
-91.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioDLTRExcessAlpha
1D+0.8%-5.6%+6.4%+2.5%
7D+7.1%-5.8%+13.0%+9.0%
30D+3.1%-5.2%+8.3%+4.3%
3M-21.9%+15.2%-37.1%-26.0%
6M+151.8%+7.1%+144.7%+141.1%
YTD+165.6%+0.8%+164.8%+157.9%
1Y+242.3%+24.8%+217.5%+209.7%
3Y+308.2%+6.9%+301.3%+269.9%
5Y+280.4%+33.2%+247.1%+214.4%
10Y+1,832.5%+51.6%+1,781.0%+1,342.6%
All+1,758.4%+863.4%+895.0%+522.5%

Cumulative growth

Daily Returns

Daily percentage return beside DLTR.

Daily Out/Under-Performance

Portfolio return minus DLTR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DLTR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DLTR 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling