+1,925.8%
MRVL vs ICE
+220.6%
+1,705.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.4% |
| 7D | +5.6% | -2.4% | +8.0% | +7.1% |
| 30D | +8.8% | +4.0% | +4.8% | +5.9% |
| 3M | -15.9% | +13.7% | -29.5% | -24.0% |
| 6M | +161.3% | +0.9% | +160.3% | +151.7% |
| YTD | +178.2% | -2.1% | +180.4% | +172.2% |
| 1Y | +255.3% | -9.5% | +264.8% | +265.3% |
| 3Y | +323.1% | +42.1% | +281.0% | +208.3% |
| 5Y | +293.2% | +41.4% | +251.8% | +186.7% |
| All | +1,925.8% | +220.6% | +1,705.2% | +949.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 10y: compounded portfolio wealth divided by compounded ICE 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…
10y analysis · Full analysis span regression · 6 months rolling