+643.8%
MRVL vs ICE
+2,600.8%
-1,957.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.0% | -4.8% |
| 7D | +11.0% | +3.6% | +7.4% | +9.7% |
| 30D | -36.1% | +15.1% | -51.2% | -39.9% |
| 3M | -29.4% | +15.4% | -44.8% | -33.9% |
| 6M | -11.9% | +16.1% | -28.0% | -19.0% |
| YTD | +84.8% | +11.4% | +73.4% | +71.7% |
| 1Y | +79.4% | +18.5% | +61.0% | +62.7% |
| 3Y | +195.7% | +70.5% | +125.2% | +132.4% |
| 5Y | +117.2% | +40.9% | +76.3% | +84.9% |
| 10Y | +1,193.7% | +260.6% | +933.2% | +696.4% |
| All | +643.8% | +2,600.8% | -1,957.0% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling