+249.5%
MRVL vs IFF
+34.4%
+215.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.2% | +7.1% |
| 7D | +3.2% | -1.8% | +5.0% | +3.3% |
| 30D | +5.9% | -2.0% | +7.9% | +5.9% |
| 3M | -29.3% | +18.5% | -47.9% | -30.1% |
| 6M | +186.5% | +11.7% | +174.8% | +180.3% |
| YTD | +163.4% | +29.6% | +133.9% | +157.7% |
| 1Y | +249.5% | +35.0% | +214.5% | +234.8% |
| All | +249.5% | +34.4% | +215.1% | +234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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