+960.5%
MRVL vs ICE
+2,331.7%
-1,371.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.0% | +9.1% | +7.8% |
| 7D | +3.2% | -0.7% | +3.9% | +3.4% |
| 30D | +5.9% | +7.6% | -1.7% | +2.9% |
| 3M | -29.3% | +13.9% | -43.3% | -33.7% |
| 6M | +186.5% | -2.4% | +188.8% | +183.3% |
| YTD | +163.4% | +0.3% | +163.2% | +157.1% |
| 1Y | +249.5% | -6.4% | +255.9% | +248.8% |
| 3Y | +289.4% | +43.1% | +246.3% | +230.0% |
| 5Y | +270.2% | +42.1% | +228.1% | +217.9% |
| 10Y | +1,748.8% | +220.9% | +1,527.9% | +1,098.2% |
| All | +960.5% | +2,331.7% | -1,371.2% | +226.7% |
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