+1,925.8%
MRVL vs TCOM
-9.8%
+1,935.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +5.6% | -4.9% | +10.5% | +7.2% |
| 30D | +8.8% | -14.4% | +23.2% | +14.0% |
| 3M | -15.9% | -17.7% | +1.8% | -11.5% |
| 6M | +161.3% | -25.1% | +186.4% | +182.9% |
| YTD | +178.2% | -45.7% | +224.0% | +231.8% |
| 1Y | +255.3% | -47.9% | +303.2% | +328.8% |
| 3Y | +323.1% | +8.9% | +314.2% | +281.0% |
| 5Y | +293.2% | +26.9% | +266.4% | +210.3% |
| All | +1,925.8% | -9.8% | +1,935.6% | +1,576.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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