+197.0%
MRVL vs TLN
+563.3%
-366.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.2% | +2.3% | +5.3% |
| 7D | -9.8% | +9.1% | -18.9% | -14.0% |
| 30D | -43.8% | -4.1% | -39.8% | -42.1% |
| 3M | -29.3% | +4.4% | -33.7% | -30.8% |
| 6M | -9.1% | -6.0% | -3.1% | -5.6% |
| YTD | +82.2% | -3.1% | +85.4% | +79.7% |
| 1Y | +70.3% | -6.1% | +76.4% | +70.1% |
| 3Y | +197.0% | +575.3% | -378.3% | +40.9% |
| All | +197.0% | +563.3% | -366.2% | +40.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling