+1,925.8%
MRVL vs IDXX
+360.5%
+1,565.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +5.6% | -5.7% | +11.3% | +9.0% |
| 30D | +8.8% | -11.5% | +20.3% | +15.6% |
| 3M | -15.9% | -9.5% | -6.3% | -13.1% |
| 6M | +161.3% | -16.0% | +177.2% | +178.6% |
| YTD | +178.2% | -25.4% | +203.6% | +216.1% |
| 1Y | +255.3% | -21.8% | +277.1% | +285.5% |
| 3Y | +323.1% | +7.0% | +316.1% | +252.4% |
| 5Y | +293.2% | -26.0% | +319.2% | +300.0% |
| All | +1,925.8% | +360.5% | +1,565.3% | +809.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 10y: compounded portfolio wealth divided by compounded IDXX 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…
10y analysis · Full analysis span regression · 6 months rolling