+1,293.1%
MRVL vs TFC
+81.3%
+1,211.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | 0.0% | +9.3% | +9.3% |
| 7D | +5.6% | -1.2% | +6.8% | +6.4% |
| 30D | -36.5% | +7.8% | -44.3% | -38.9% |
| 3M | -20.5% | -3.0% | -17.5% | -20.1% |
| 6M | -1.1% | +5.8% | -7.0% | -5.7% |
| YTD | +99.0% | +5.3% | +93.7% | +89.6% |
| 1Y | +89.3% | +15.7% | +73.6% | +72.2% |
| 3Y | +211.6% | +94.8% | +116.8% | +124.4% |
| 5Y | +134.1% | 0.0% | +134.0% | +119.4% |
| 10Y | +1,293.1% | +79.0% | +1,214.1% | +871.7% |
| All | +1,293.1% | +81.3% | +1,211.8% | +871.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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