+308.2%
MRVL vs IRM
+101.2%
+206.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.3% |
| 7D | +7.1% | +1.6% | +5.5% | +6.0% |
| 30D | +3.1% | -4.2% | +7.2% | +6.3% |
| 3M | -21.9% | -5.4% | -16.6% | -19.1% |
| 6M | +151.8% | +12.0% | +139.8% | +137.0% |
| YTD | +165.6% | +42.0% | +123.6% | +111.0% |
| 1Y | +242.3% | +29.9% | +212.4% | +183.3% |
| 3Y | +308.2% | +104.4% | +203.8% | +129.6% |
| All | +308.2% | +101.2% | +206.9% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling