+115.8%
MRVL vs DRI
+76.5%
+39.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.5% | +8.0% | +8.8% |
| 7D | -9.8% | +3.1% | -12.9% | -11.3% |
| 30D | -43.8% | +16.2% | -60.1% | -48.3% |
| 3M | -29.3% | +8.4% | -37.7% | -33.2% |
| 6M | -9.1% | +19.0% | -28.1% | -20.5% |
| YTD | +82.2% | +28.8% | +53.4% | +48.0% |
| 1Y | +70.3% | +33.1% | +37.2% | +34.4% |
| 3Y | +197.0% | +70.8% | +126.2% | +79.3% |
| 5Y | +115.8% | +74.2% | +41.5% | +19.9% |
| All | +115.8% | +76.5% | +39.3% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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