+1,925.8%
MRVL vs IYR
+69.7%
+1,856.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.4% |
| 7D | +5.6% | -1.4% | +7.0% | +6.8% |
| 30D | +8.8% | -2.7% | +11.4% | +11.2% |
| 3M | -15.9% | -2.1% | -13.7% | -15.7% |
| 6M | +161.3% | +3.6% | +157.7% | +149.0% |
| YTD | +178.2% | +8.1% | +170.1% | +155.0% |
| 1Y | +255.3% | +4.7% | +250.6% | +233.4% |
| 3Y | +323.1% | +29.1% | +294.0% | +228.1% |
| 5Y | +293.2% | +6.9% | +286.3% | +264.4% |
| All | +1,925.8% | +69.7% | +1,856.1% | +1,274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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