+1,837.5%
MRVL vs IJH
+989.5%
+848.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.3% | +5.7% |
| 7D | +13.8% | -0.7% | +14.5% | +14.8% |
| 30D | +12.7% | -3.8% | +16.5% | +18.8% |
| 3M | -11.9% | 0.0% | -11.9% | -10.6% |
| 6M | +153.8% | +8.8% | +145.1% | +135.1% |
| YTD | +177.0% | +13.5% | +163.4% | +141.8% |
| 1Y | +252.3% | +15.4% | +236.9% | +201.7% |
| 3Y | +325.5% | +50.9% | +274.6% | +173.1% |
| 5Y | +290.9% | +47.8% | +243.1% | +178.1% |
| 10Y | +1,954.1% | +183.1% | +1,771.1% | +524.2% |
| All | +1,837.5% | +989.5% | +848.0% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 all: compounded portfolio wealth divided by compounded IJH 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…
all analysis · Full analysis span regression · 6 months rolling