+67.9%
MRVL vs IRE
-97.2%
+165.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +39.6% | -33.9% | -1.2% |
| 7D | -28.1% | -27.2% | -0.9% | -25.5% |
| 30D | -50.4% | -75.1% | +24.7% | -39.8% |
| 3M | -32.9% | -77.9% | +44.9% | -18.5% |
| 6M | -17.9% | -94.6% | +76.6% | +11.2% |
| YTD | +66.4% | -91.5% | +158.0% | +103.4% |
| 1Y | +51.5% | -97.8% | +149.4% | +100.3% |
| All | +67.9% | -97.2% | +165.1% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling