+285.6%
MRVL vs IEF
-9.5%
+295.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +5.6% | -1.3% | +7.0% | +5.9% |
| 30D | +8.8% | -1.7% | +10.5% | +9.2% |
| 3M | -15.9% | -2.5% | -13.3% | -15.4% |
| 6M | +161.3% | -3.3% | +164.5% | +162.8% |
| YTD | +178.2% | -2.8% | +181.1% | +179.9% |
| 1Y | +255.3% | -2.7% | +258.0% | +257.4% |
| 3Y | +323.1% | +8.9% | +314.2% | +312.3% |
| All | +285.6% | -9.5% | +295.1% | +242.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling