+294.5%
MRVL vs TLN
+589.3%
-294.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.1% | +5.3% |
| 7D | +13.8% | +5.8% | +8.0% | +10.3% |
| 30D | +12.7% | -6.9% | +19.5% | +17.1% |
| 3M | -11.9% | -10.9% | -1.0% | -5.9% |
| 6M | +153.8% | -4.6% | +158.5% | +158.9% |
| YTD | +177.0% | -14.7% | +191.7% | +192.2% |
| 1Y | +252.3% | -17.9% | +270.3% | +275.9% |
| 3Y | +325.5% | +483.9% | -158.3% | +86.7% |
| All | +294.5% | +589.3% | -294.8% | +67.8% |
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