+1,847.4%
MRVL vs IVZ
+64.1%
+1,783.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | +8.7% | -2.4% | +11.1% | +10.1% |
| 30D | +6.9% | +2.5% | +4.4% | +5.3% |
| 3M | -10.1% | +17.1% | -27.2% | -17.3% |
| 6M | +143.4% | +35.1% | +108.3% | +107.8% |
| YTD | +167.5% | +24.3% | +143.2% | +136.3% |
| 1Y | +239.0% | +48.7% | +190.3% | +172.2% |
| 3Y | +311.0% | +135.6% | +175.3% | +158.1% |
| 5Y | +278.0% | +60.3% | +217.7% | +180.5% |
| All | +1,847.4% | +64.1% | +1,783.3% | +1,303.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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