+134.1%
MRVL vs ICE
+43.9%
+90.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.9% | +8.3% |
| 7D | +5.6% | +3.2% | +2.4% | +4.4% |
| 30D | -36.5% | +14.7% | -51.2% | -40.7% |
| 3M | -20.5% | +19.8% | -40.3% | -27.8% |
| 6M | -1.1% | +15.2% | -16.4% | -8.8% |
| YTD | +99.0% | +12.7% | +86.3% | +83.6% |
| 1Y | +89.3% | +20.4% | +68.9% | +64.7% |
| 3Y | +211.6% | +70.8% | +140.9% | +85.9% |
| 5Y | +134.1% | +43.9% | +90.1% | +51.3% |
| All | +134.1% | +43.9% | +90.1% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling