+1,064.4%
MRVL vs IWM
+651.1%
+413.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +4.6% |
| 7D | -28.1% | -2.0% | -26.1% | -25.9% |
| 30D | -50.4% | -1.5% | -48.9% | -49.1% |
| 3M | -32.9% | -8.0% | -24.9% | -25.3% |
| 6M | -17.9% | -4.1% | -13.8% | -10.6% |
| YTD | +66.4% | +11.9% | +54.5% | +52.5% |
| 1Y | +51.5% | +15.0% | +36.5% | +34.8% |
| 3Y | +177.9% | +64.2% | +113.7% | +71.7% |
| 5Y | +100.0% | +20.4% | +79.6% | +87.4% |
| 10Y | +1,108.1% | +168.0% | +940.2% | +358.0% |
| All | +1,064.4% | +651.1% | +413.3% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling