+1,173.1%
MRVL vs IRM
+3,180.7%
-2,007.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -10.2% | -5.1% | -5.2% | -7.4% |
| 30D | -43.9% | -3.3% | -40.7% | -42.6% |
| 3M | -26.0% | -8.2% | -17.8% | -22.0% |
| 6M | -9.2% | -12.8% | +3.5% | -1.5% |
| YTD | +82.0% | +36.6% | +45.4% | +59.2% |
| 1Y | +65.9% | +11.9% | +54.0% | +58.9% |
| 3Y | +185.0% | +105.1% | +79.9% | +106.4% |
| 5Y | +121.5% | +182.4% | -60.9% | +39.5% |
| 10Y | +1,224.2% | +505.1% | +719.0% | +452.8% |
| All | +1,173.1% | +3,180.7% | -2,007.6% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling