+304.0%
MRVL vs IGV
+40.0%
+264.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +2.6% |
| 7D | +7.1% | -3.3% | +10.5% | +10.3% |
| 30D | +3.1% | 0.0% | +3.1% | +1.4% |
| 3M | -21.9% | +7.3% | -29.3% | -28.8% |
| 6M | +151.8% | +16.7% | +135.1% | +100.9% |
| YTD | +165.6% | -2.8% | +168.5% | +169.9% |
| 1Y | +242.3% | -6.7% | +248.9% | +268.3% |
| All | +304.0% | +40.0% | +264.0% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling