+1,954.1%
MRVL vs IWM
+165.3%
+1,788.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.6% | +6.0% |
| 7D | +13.8% | -1.1% | +15.0% | +15.4% |
| 30D | +12.7% | -3.1% | +15.8% | +17.3% |
| 3M | -11.9% | +2.2% | -14.1% | -12.9% |
| 6M | +153.8% | +15.1% | +138.8% | +122.3% |
| YTD | +177.0% | +18.6% | +158.4% | +132.9% |
| 1Y | +252.3% | +24.0% | +228.4% | +180.9% |
| 3Y | +325.5% | +63.7% | +261.8% | +154.0% |
| 5Y | +290.9% | +38.2% | +252.7% | +195.4% |
| 10Y | +1,954.1% | +171.7% | +1,782.4% | +766.5% |
| All | +1,954.1% | +165.3% | +1,788.8% | +766.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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