+96.9%
MRVL vs TAP
+2.0%
+95.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +5.5% |
| 7D | -28.1% | +0.5% | -28.6% | -28.0% |
| 30D | -50.4% | +9.1% | -59.5% | -50.4% |
| 3M | -32.9% | -3.8% | -29.1% | -32.7% |
| 6M | -17.9% | -3.4% | -14.5% | -17.6% |
| YTD | +66.4% | -10.6% | +77.1% | +68.2% |
| 1Y | +51.5% | -4.4% | +55.9% | +50.9% |
| 3Y | +177.9% | -24.4% | +202.2% | +185.5% |
| All | +96.9% | +2.0% | +95.0% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling