+1,256.1%
MRVL vs IRM
+3,293.3%
-2,037.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.5% |
| 7D | +23.1% | +8.6% | +14.5% | +18.4% |
| 30D | -38.8% | 0.0% | -38.8% | -38.3% |
| 3M | -24.2% | -7.1% | -17.1% | -20.6% |
| 6M | 0.0% | -7.9% | +7.9% | +5.7% |
| YTD | +93.8% | +41.3% | +52.5% | +66.8% |
| 1Y | +84.4% | +20.7% | +63.7% | +70.4% |
| 3Y | +203.6% | +112.2% | +91.5% | +116.3% |
| 5Y | +127.8% | +191.2% | -63.4% | +41.3% |
| 10Y | +1,257.2% | +524.3% | +732.9% | +458.1% |
| All | +1,256.1% | +3,293.3% | -2,037.2% | +98.8% |
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