+79.4%
MRVL vs TLN
+1.6%
+77.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -1.9% | -3.1% |
| 7D | +11.0% | +11.0% | 0.0% | +4.8% |
| 30D | -36.1% | +4.9% | -41.0% | -37.5% |
| 3M | -29.4% | +4.9% | -34.3% | -31.3% |
| 6M | -11.9% | +7.1% | -19.0% | -13.6% |
| YTD | +84.8% | +0.3% | +84.5% | +78.4% |
| 1Y | +79.4% | +5.9% | +73.5% | +68.0% |
| All | +79.4% | +1.6% | +77.8% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling