+1,847.4%
MRVL vs IRM
+430.1%
+1,417.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.4% |
| 7D | +8.7% | -1.8% | +10.5% | +9.8% |
| 30D | +6.9% | -7.8% | +14.7% | +11.5% |
| 3M | -10.1% | -7.9% | -2.3% | -6.2% |
| 6M | +143.4% | +6.3% | +137.1% | +138.8% |
| YTD | +167.5% | +38.2% | +129.3% | +129.3% |
| 1Y | +239.0% | +19.8% | +219.1% | +209.0% |
| 3Y | +311.0% | +98.8% | +212.2% | +197.7% |
| 5Y | +278.0% | +191.8% | +86.2% | +135.8% |
| All | +1,847.4% | +430.1% | +1,417.3% | +865.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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