+89.2%
MRVL vs IP
-12.5%
+101.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.0% | -12.5% | -14.8% |
| 7D | -38.8% | -5.0% | -33.9% | -37.5% |
| 30D | -53.5% | +6.5% | -60.0% | -54.9% |
| 3M | -36.7% | -18.0% | -18.7% | -31.6% |
| 6M | -20.8% | +10.3% | -31.1% | -26.1% |
| YTD | +57.4% | -9.9% | +67.3% | +57.0% |
| 1Y | +44.0% | -1.1% | +45.1% | +36.4% |
| 3Y | +162.2% | +13.0% | +149.2% | +105.7% |
| 5Y | +89.2% | -12.3% | +101.5% | +90.0% |
| All | +89.2% | -12.5% | +101.7% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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