+321.2%
MRVL vs IYR
+29.2%
+292.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.8% |
| 7D | +13.8% | -0.9% | +14.7% | +14.3% |
| 30D | +12.7% | -2.4% | +15.0% | +14.0% |
| 3M | -11.9% | -2.0% | -9.9% | -12.1% |
| 6M | +153.8% | +2.5% | +151.4% | +144.4% |
| YTD | +177.0% | +8.3% | +168.6% | +155.3% |
| 1Y | +252.3% | +6.5% | +245.9% | +227.8% |
| All | +321.2% | +29.2% | +292.0% | +230.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling