+680.3%
MRVL vs ICE
+2,591.0%
-1,910.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.0% |
| 7D | +23.1% | +2.2% | +20.9% | +22.3% |
| 30D | -38.8% | +13.7% | -52.5% | -42.1% |
| 3M | -24.2% | +17.9% | -42.2% | -29.6% |
| 6M | 0.0% | +15.0% | -14.9% | -7.7% |
| YTD | +93.8% | +10.9% | +82.9% | +80.4% |
| 1Y | +84.4% | +17.0% | +67.4% | +68.0% |
| 3Y | +203.6% | +68.2% | +135.4% | +139.8% |
| 5Y | +127.8% | +40.4% | +87.4% | +94.2% |
| 10Y | +1,257.2% | +259.3% | +997.9% | +736.6% |
| All | +680.3% | +2,591.0% | -1,910.7% | +129.3% |
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