+285.6%
MRVL vs IFF
-35.8%
+321.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.2% |
| 6M | +161.3% | +23.0% | +138.2% | +129.5% |
| YTD | +178.2% | +25.5% | +152.8% | +138.8% |
| 1Y | +255.3% | +29.1% | +226.3% | +198.0% |
| 3Y | +323.1% | +31.7% | +291.5% | +233.1% |
| All | +285.6% | -35.8% | +321.4% | +388.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling