+321.2%
MRVL vs ICE
+40.8%
+280.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.3% |
| 7D | +13.8% | -0.9% | +14.7% | +13.8% |
| 30D | +12.7% | +4.0% | +8.7% | +12.1% |
| 3M | -11.9% | +11.0% | -22.9% | -12.7% |
| 6M | +153.8% | -5.0% | +158.8% | +167.5% |
| YTD | +177.0% | -2.7% | +179.7% | +186.9% |
| 1Y | +252.3% | -8.6% | +261.0% | +280.9% |
| All | +321.2% | +40.8% | +280.4% | +222.4% |
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