+1,293.1%
MRVL vs IVV
+314.2%
+978.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.3% | +8.0% | +7.0% |
| 7D | +5.6% | -0.9% | +6.6% | +8.8% |
| 30D | -36.5% | -2.3% | -34.2% | -32.5% |
| 3M | -20.5% | -1.2% | -19.3% | -17.0% |
| 6M | -1.1% | +3.3% | -4.5% | -1.6% |
| YTD | +99.0% | +12.3% | +86.6% | +73.3% |
| 1Y | +89.3% | +12.5% | +76.8% | +65.4% |
| 3Y | +211.6% | +79.2% | +132.5% | +42.0% |
| 5Y | +134.1% | +75.6% | +58.4% | +18.7% |
| 10Y | +1,293.1% | +313.4% | +979.7% | +130.5% |
| All | +1,293.1% | +314.2% | +978.9% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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