+195.7%
MRVL vs IEF
+10.9%
+184.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.7% |
| 7D | +11.0% | -2.0% | +13.0% | +10.3% |
| 30D | -36.1% | +0.7% | -36.8% | -36.2% |
| 3M | -29.4% | -2.5% | -26.9% | -29.6% |
| 6M | -11.9% | -2.6% | -9.3% | -12.3% |
| YTD | +84.8% | -3.2% | +88.0% | +83.4% |
| 1Y | +79.4% | -3.0% | +82.5% | +78.2% |
| 3Y | +195.7% | +10.5% | +185.2% | +197.2% |
| All | +195.7% | +10.9% | +184.8% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling