+1,192.7%
MRVL vs IYR
+689.9%
+502.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.8% | -4.7% |
| 7D | +11.0% | +0.6% | +10.4% | +10.7% |
| 30D | -36.1% | +6.6% | -42.6% | -38.9% |
| 3M | -29.4% | -1.8% | -27.6% | -29.0% |
| 6M | -11.9% | +1.4% | -13.3% | -14.3% |
| YTD | +84.8% | +10.5% | +74.3% | +70.2% |
| 1Y | +79.4% | +10.6% | +68.8% | +65.2% |
| 3Y | +195.7% | +41.8% | +153.9% | +131.9% |
| 5Y | +117.2% | +6.0% | +111.1% | +109.6% |
| 10Y | +1,193.7% | +86.7% | +1,107.1% | +786.0% |
| All | +1,192.7% | +689.9% | +502.8% | +260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling