-20.5%
MRVL vs ICE
+20.7%
-41.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.9% | +12.4% |
| 7D | +5.6% | +3.2% | +2.4% | +9.6% |
| 30D | -36.5% | +14.7% | -51.2% | -21.5% |
| 3M | -20.5% | +19.8% | -40.3% | +1.3% |
| All | -20.5% | +20.7% | -41.2% | +1.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling