+290.9%
MRVL vs ICE
+39.3%
+251.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.7% |
| 7D | +13.8% | -0.9% | +14.7% | +14.1% |
| 30D | +12.7% | +4.0% | +8.7% | +9.9% |
| 3M | -11.9% | +11.0% | -22.9% | -18.6% |
| 6M | +153.8% | -5.0% | +158.8% | +159.2% |
| YTD | +177.0% | -2.7% | +179.7% | +175.1% |
| 1Y | +252.3% | -8.6% | +261.0% | +267.0% |
| 3Y | +325.5% | +41.4% | +284.2% | +185.0% |
| 5Y | +290.9% | +39.9% | +251.0% | +139.4% |
| All | +290.9% | +39.3% | +251.5% | +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 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