+255.3%
MRVL vs ICE
-7.7%
+263.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +4.6% |
| 7D | +5.6% | -2.4% | +8.0% | +4.2% |
| 30D | +8.8% | +4.0% | +4.8% | +11.3% |
| 3M | -15.9% | +13.7% | -29.5% | -7.5% |
| 6M | +161.3% | +0.9% | +160.3% | +185.9% |
| YTD | +178.2% | -2.1% | +180.4% | +211.0% |
| 1Y | +255.3% | -9.5% | +264.8% | +293.8% |
| All | +255.3% | -7.7% | +263.0% | +293.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling