+323.1%
MRVL vs IJR
+52.1%
+271.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.3% |
| 7D | +5.6% | -2.2% | +7.8% | +9.0% |
| 30D | +8.8% | -4.6% | +13.4% | +16.5% |
| 3M | -15.9% | +0.2% | -16.1% | -15.3% |
| 6M | +161.3% | +14.7% | +146.5% | +123.6% |
| YTD | +178.2% | +18.9% | +159.4% | +125.6% |
| 1Y | +255.3% | +19.9% | +235.4% | +184.6% |
| 3Y | +323.1% | +53.0% | +270.1% | +159.5% |
| All | +323.1% | +52.1% | +271.1% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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