+1,954.1%
MRVL vs TFC
+97.4%
+1,856.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | +13.8% | -1.3% | +15.1% | +14.5% |
| 30D | +12.7% | -2.3% | +15.0% | +13.6% |
| 3M | -11.9% | +2.5% | -14.4% | -14.2% |
| 6M | +153.8% | +9.5% | +144.4% | +140.4% |
| YTD | +177.0% | +5.1% | +171.9% | +165.6% |
| 1Y | +252.3% | +15.5% | +236.9% | +222.0% |
| 3Y | +325.5% | +95.2% | +230.4% | +207.0% |
| 5Y | +290.9% | +14.5% | +276.4% | +250.7% |
| 10Y | +1,954.1% | +97.2% | +1,856.9% | +1,286.5% |
| All | +1,954.1% | +97.4% | +1,856.7% | +1,286.5% |
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