+96.9%
MRVL vs IP
-12.0%
+108.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.4% |
| 7D | -28.1% | -5.1% | -23.0% | -26.5% |
| 30D | -50.4% | +8.5% | -58.9% | -52.3% |
| 3M | -32.9% | -13.8% | -19.1% | -29.0% |
| 6M | -17.9% | +5.7% | -23.7% | -21.9% |
| YTD | +66.4% | -9.1% | +75.6% | +65.5% |
| 1Y | +51.5% | -0.8% | +52.4% | +43.6% |
| 3Y | +177.9% | +14.8% | +163.1% | +116.1% |
| All | +96.9% | -12.0% | +108.9% | +98.5% |
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