+972.5%
MRVL vs IR
+332.9%
+639.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.5% |
| 7D | +11.0% | +2.5% | +8.5% | +9.6% |
| 30D | -36.1% | +9.2% | -45.3% | -39.3% |
| 3M | -29.4% | +0.9% | -30.4% | -30.2% |
| 6M | -11.9% | +19.2% | -31.1% | -20.9% |
| YTD | +84.8% | +7.5% | +77.3% | +72.7% |
| 1Y | +79.4% | +11.7% | +67.7% | +63.8% |
| 3Y | +195.7% | +23.9% | +171.8% | +159.0% |
| 5Y | +117.2% | +46.4% | +70.8% | +75.2% |
| All | +972.5% | +332.9% | +639.6% | +498.4% |
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