+1,173.1%
MRVL vs IWM
+670.0%
+503.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.7% |
| 7D | -10.2% | +0.3% | -10.5% | -9.8% |
| 30D | -43.9% | +0.6% | -44.5% | -43.7% |
| 3M | -26.0% | -6.2% | -19.7% | -19.3% |
| 6M | -9.2% | -0.8% | -8.4% | -4.9% |
| YTD | +82.0% | +14.8% | +67.2% | +62.3% |
| 1Y | +65.9% | +16.1% | +49.7% | +46.1% |
| 3Y | +185.0% | +71.5% | +113.5% | +67.9% |
| 5Y | +121.5% | +25.8% | +95.7% | +97.9% |
| 10Y | +1,224.2% | +155.4% | +1,068.8% | +430.8% |
| All | +1,173.1% | +670.0% | +503.1% | +10.4% |
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