+1,847.4%
MRVL vs IGV
+363.9%
+1,483.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.8% |
| 7D | +8.7% | -5.4% | +14.1% | +15.0% |
| 30D | +6.9% | -2.6% | +9.5% | +8.2% |
| 3M | -10.1% | +10.5% | -20.6% | -21.8% |
| 6M | +143.4% | +18.2% | +125.3% | +89.0% |
| YTD | +167.5% | -4.2% | +171.7% | +161.5% |
| 1Y | +239.0% | -9.8% | +248.8% | +256.9% |
| 3Y | +311.0% | +39.1% | +271.9% | +177.3% |
| 5Y | +278.0% | +21.2% | +256.8% | +201.6% |
| All | +1,847.4% | +363.9% | +1,483.5% | +373.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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