+1,743.1%
MRVL vs TFC
+452.2%
+1,290.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +7.0% | +7.0% |
| 7D | +3.2% | +2.4% | +0.8% | +2.0% |
| 30D | +5.9% | -1.3% | +7.2% | +6.3% |
| 3M | -29.3% | +6.1% | -35.4% | -32.2% |
| 6M | +186.5% | +7.3% | +179.1% | +173.7% |
| YTD | +163.4% | +8.2% | +155.2% | +150.0% |
| 1Y | +249.5% | +14.4% | +235.1% | +222.2% |
| 3Y | +289.4% | +93.7% | +195.6% | +182.8% |
| 5Y | +270.2% | +16.4% | +253.9% | +233.4% |
| 10Y | +1,748.8% | +101.6% | +1,647.3% | +1,074.2% |
| All | +1,743.1% | +452.2% | +1,290.9% | +572.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling