+1,204.0%
MRVL vs IVV
+317.7%
+886.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.4% | +7.1% | +5.3% |
| 7D | -9.8% | +0.1% | -9.9% | -9.1% |
| 30D | -43.8% | -3.3% | -40.5% | -39.3% |
| 3M | -29.3% | -2.4% | -26.9% | -24.7% |
| 6M | -9.1% | +2.6% | -11.7% | -8.5% |
| YTD | +82.2% | +11.3% | +70.9% | +61.1% |
| 1Y | +70.3% | +13.4% | +56.9% | +46.7% |
| 3Y | +197.0% | +80.3% | +116.7% | +34.2% |
| 5Y | +115.8% | +72.7% | +43.1% | +12.2% |
| 10Y | +1,204.0% | +309.6% | +894.4% | +127.8% |
| All | +1,204.0% | +317.7% | +886.4% | +127.8% |
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