+289.8%
MRVL vs IVV
+77.8%
+212.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.5% | +8.1% |
| 7D | +3.2% | +0.1% | +3.1% | +2.8% |
| 30D | +5.9% | +0.1% | +5.9% | +5.6% |
| 3M | -29.3% | +2.0% | -31.3% | -30.7% |
| 6M | +186.5% | +13.0% | +173.4% | +120.8% |
| YTD | +163.4% | +13.6% | +149.9% | +101.0% |
| 1Y | +249.5% | +20.1% | +229.4% | +134.7% |
| All | +289.8% | +77.8% | +212.0% | +23.1% |
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