+1,217.8%
MRVL vs IP
+218.9%
+998.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.6% | -7.7% |
| 7D | -36.5% | +3.4% | -39.9% | -37.8% |
| 30D | -41.1% | +11.2% | -52.3% | -44.3% |
| 3M | -26.9% | -14.8% | -12.1% | -22.3% |
| 6M | -2.3% | +17.3% | -19.6% | -11.5% |
| YTD | +88.4% | -6.2% | +94.5% | +84.3% |
| 1Y | +82.7% | +2.3% | +80.4% | +71.4% |
| 3Y | +213.8% | +17.7% | +196.1% | +163.5% |
| 5Y | +127.4% | -8.4% | +135.8% | +115.6% |
| 10Y | +1,267.3% | +32.1% | +1,235.2% | +916.8% |
| All | +1,217.8% | +218.9% | +998.8% | +531.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling