+1,452.5%
MRVL vs IR
+271.9%
+1,180.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.8% | -3.1% |
| 7D | +8.7% | -3.1% | +11.7% | +10.5% |
| 30D | +6.9% | -14.0% | +20.9% | +15.9% |
| 3M | -10.1% | +3.7% | -13.9% | -12.7% |
| 6M | +143.4% | -15.4% | +158.8% | +164.3% |
| YTD | +167.5% | -7.7% | +175.1% | +172.7% |
| 1Y | +239.0% | -8.8% | +247.8% | +246.5% |
| 3Y | +311.0% | +5.6% | +305.4% | +293.8% |
| 5Y | +278.0% | +34.3% | +243.7% | +225.1% |
| All | +1,452.5% | +271.9% | +1,180.6% | +845.1% |
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