+177.9%
MRVL vs IVV
+75.5%
+102.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +4.8% |
| 7D | -28.1% | -2.7% | -25.4% | -21.9% |
| 30D | -50.4% | -5.4% | -45.0% | -41.3% |
| 3M | -32.9% | -4.1% | -28.9% | -23.4% |
| 6M | -17.9% | +0.7% | -18.7% | -13.9% |
| YTD | +66.4% | +8.7% | +57.7% | +45.5% |
| 1Y | +51.5% | +11.0% | +40.6% | +26.7% |
| 3Y | +177.9% | +75.4% | +102.5% | -15.8% |
| All | +177.9% | +75.5% | +102.4% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling