+255.3%
MRVL vs IEFA
+18.9%
+236.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +1.9% |
| 7D | +5.6% | -1.6% | +7.2% | +9.2% |
| 30D | +8.8% | -1.5% | +10.3% | +12.4% |
| 3M | -15.9% | +3.4% | -19.3% | -20.4% |
| 6M | +161.3% | +9.5% | +151.8% | +128.2% |
| YTD | +178.2% | +13.0% | +165.2% | +124.4% |
| 1Y | +255.3% | +18.0% | +237.3% | +169.3% |
| All | +255.3% | +18.9% | +236.4% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling