+1,847.4%
MRVL vs IVV
+321.5%
+1,525.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.4% |
| 7D | +8.7% | -2.0% | +10.7% | +12.5% |
| 30D | +6.9% | -1.6% | +8.5% | +9.9% |
| 3M | -10.1% | +4.8% | -14.9% | -15.6% |
| 6M | +143.4% | +12.6% | +130.9% | +106.7% |
| YTD | +167.5% | +11.8% | +155.7% | +129.7% |
| 1Y | +239.0% | +17.6% | +221.4% | +169.7% |
| 3Y | +311.0% | +77.0% | +233.9% | +87.4% |
| 5Y | +278.0% | +82.6% | +195.4% | +79.6% |
| All | +1,847.4% | +321.5% | +1,525.9% | +235.6% |
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