+177.9%
MRVL vs IR
+27.4%
+150.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +4.8% |
| 7D | -28.1% | +3.7% | -31.8% | -29.7% |
| 30D | -50.4% | +7.4% | -57.8% | -52.9% |
| 3M | -32.9% | -5.9% | -27.0% | -30.4% |
| 6M | -17.9% | +5.6% | -23.5% | -22.4% |
| YTD | +66.4% | +4.8% | +61.6% | +52.2% |
| 1Y | +51.5% | +6.9% | +44.6% | +35.8% |
| 3Y | +177.9% | +27.6% | +150.3% | +109.8% |
| All | +177.9% | +27.4% | +150.5% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling