+956.3%
MRVL vs IR
+336.9%
+619.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.5% |
| 7D | -10.2% | +1.5% | -11.8% | -10.6% |
| 30D | -43.9% | +9.0% | -52.9% | -46.6% |
| 3M | -26.0% | -0.9% | -25.1% | -26.0% |
| 6M | -9.2% | +13.4% | -22.6% | -16.3% |
| YTD | +82.0% | +8.5% | +73.5% | +69.3% |
| 1Y | +65.9% | +11.3% | +54.6% | +51.9% |
| 3Y | +185.0% | +26.0% | +159.0% | +147.5% |
| 5Y | +121.5% | +47.9% | +73.6% | +77.8% |
| All | +956.3% | +336.9% | +619.5% | +486.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling