+1,064.4%
MRVL vs TAP
+133.6%
+930.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +6.6% |
| 7D | -28.1% | +0.5% | -28.6% | -28.4% |
| 30D | -50.4% | +9.1% | -59.5% | -51.6% |
| 3M | -32.9% | -3.8% | -29.1% | -33.0% |
| 6M | -17.9% | -3.4% | -14.5% | -18.9% |
| YTD | +66.4% | -10.6% | +77.1% | +66.6% |
| 1Y | +51.5% | -4.4% | +55.9% | +48.9% |
| 3Y | +177.9% | -24.4% | +202.2% | +183.2% |
| 5Y | +100.0% | +2.1% | +97.9% | +87.5% |
| 10Y | +1,108.1% | -48.7% | +1,156.9% | +1,172.3% |
| All | +1,064.4% | +133.6% | +930.8% | +942.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling