+1,173.1%
MRVL vs TAP
-46.0%
+1,219.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.2% | -7.9% | -5.0% |
| 7D | +11.0% | +1.3% | +9.8% | +10.8% |
| 30D | -36.1% | +5.7% | -41.8% | -36.8% |
| 3M | -29.4% | -1.9% | -27.5% | -29.6% |
| 6M | -11.9% | +0.9% | -12.8% | -13.1% |
| YTD | +84.8% | -9.5% | +94.3% | +85.2% |
| 1Y | +79.4% | -9.0% | +88.4% | +79.3% |
| 3Y | +195.7% | -22.2% | +218.0% | +200.4% |
| 5Y | +117.2% | +1.2% | +116.0% | +104.2% |
| All | +1,173.1% | -46.0% | +1,219.1% | +1,164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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