+167.9%
MRVL vs IRE
-82.8%
+250.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.2% | -9.4% | -0.7% |
| 7D | +7.1% | +58.9% | -51.8% | -0.4% |
| 30D | +3.1% | +17.2% | -14.1% | -0.5% |
| 3M | -21.9% | -58.6% | +36.7% | -18.3% |
| 6M | +151.8% | -23.5% | +175.3% | +144.4% |
| YTD | +165.6% | -47.4% | +213.1% | +151.8% |
| All | +167.9% | -82.8% | +250.8% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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