+118.8%
MRVL vs IAU
+105.6%
+13.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | +11.0% | -4.6% | +15.6% | +13.6% |
| 30D | -36.1% | -5.4% | -30.7% | -34.3% |
| 3M | -29.4% | -10.9% | -18.5% | -25.0% |
| 6M | -11.9% | -17.4% | +5.5% | -3.6% |
| YTD | +84.8% | -10.2% | +95.0% | +96.9% |
| 1Y | +79.4% | -7.1% | +86.5% | +89.1% |
| 3Y | +195.7% | +97.7% | +98.0% | +124.4% |
| All | +118.8% | +105.6% | +13.3% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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