+1,925.8%
MRVL vs IFF
-20.3%
+1,946.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.3% |
| 7D | +5.6% | -3.2% | +8.8% | +7.1% |
| 30D | +8.8% | -0.3% | +9.0% | +8.7% |
| 3M | -15.9% | +8.4% | -24.3% | -20.1% |
| 6M | +161.3% | +23.0% | +138.2% | +130.3% |
| YTD | +178.2% | +25.5% | +152.8% | +140.3% |
| 1Y | +255.3% | +29.1% | +226.3% | +200.6% |
| 3Y | +323.1% | +31.7% | +291.5% | +243.7% |
| 5Y | +293.2% | -35.2% | +328.4% | +355.5% |
| All | +1,925.8% | -20.3% | +1,946.1% | +1,886.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling