+171.3%
MRVL vs IWM
+65.4%
+105.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +4.1% |
| 7D | -28.1% | -2.0% | -26.1% | -25.1% |
| 30D | -50.4% | -1.5% | -48.9% | -48.6% |
| 3M | -32.9% | -8.0% | -24.9% | -22.5% |
| 6M | -17.9% | -4.1% | -13.8% | -8.1% |
| YTD | +66.4% | +11.9% | +54.5% | +49.7% |
| 1Y | +51.5% | +15.0% | +36.5% | +31.2% |
| All | +171.3% | +65.4% | +105.8% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling