+218.5%
MRVL vs ICE
+71.4%
+147.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.9% | +9.6% |
| 7D | +5.6% | +3.2% | +2.4% | +6.0% |
| 30D | -36.5% | +14.7% | -51.2% | -35.4% |
| 3M | -20.5% | +19.8% | -40.3% | -19.3% |
| 6M | -1.1% | +15.2% | -16.4% | +4.3% |
| YTD | +99.0% | +12.7% | +86.3% | +110.5% |
| 1Y | +89.3% | +20.4% | +68.9% | +92.5% |
| All | +218.5% | +71.4% | +147.1% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling