+298.8%
MRVL vs IR
+10.0%
+288.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.8% | +6.2% |
| 7D | +3.2% | -2.8% | +6.0% | +5.2% |
| 30D | +5.9% | -15.1% | +21.1% | +18.3% |
| 3M | -29.3% | +6.1% | -35.4% | -33.2% |
| 6M | +186.5% | -16.8% | +203.3% | +218.9% |
| YTD | +163.4% | -3.5% | +167.0% | +156.5% |
| 1Y | +249.5% | -3.5% | +253.0% | +236.9% |
| All | +298.8% | +10.0% | +288.8% | +251.5% |
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