+159.3%
MRVL vs TLN
+678.8%
-519.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -10.2% | +1.1% | -11.3% | -10.4% |
| 30D | -43.9% | -4.6% | -39.3% | -42.0% |
| 3M | -26.0% | +5.2% | -31.2% | -27.9% |
| 6M | -9.2% | -6.5% | -2.7% | -5.5% |
| YTD | +82.0% | -3.6% | +85.6% | +80.0% |
| 1Y | +65.9% | -8.2% | +74.1% | +68.0% |
| 3Y | +185.0% | +559.7% | -374.7% | +16.9% |
| All | +159.3% | +678.8% | -519.6% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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