+1,224.2%
MRVL vs TAP
-48.8%
+1,273.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | -10.2% | -4.5% | -5.7% | -9.8% |
| 30D | -43.9% | +7.5% | -51.4% | -44.7% |
| 3M | -26.0% | -4.9% | -21.1% | -25.8% |
| 6M | -9.2% | -3.5% | -5.7% | -9.8% |
| YTD | +82.0% | -11.4% | +93.4% | +82.9% |
| 1Y | +65.9% | -10.8% | +76.7% | +66.2% |
| 3Y | +185.0% | -24.5% | +209.5% | +191.0% |
| 5Y | +121.5% | +2.5% | +119.0% | +107.2% |
| 10Y | +1,224.2% | -47.6% | +1,271.8% | +1,209.2% |
| All | +1,224.2% | -48.8% | +1,273.0% | +1,209.2% |
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