+271.9%
MRVL vs TLT
-33.4%
+305.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.9% | +7.0% |
| 7D | +3.2% | -0.4% | +3.6% | +3.3% |
| 30D | +5.9% | -0.6% | +6.5% | +6.0% |
| 3M | -29.3% | -2.7% | -26.6% | -29.0% |
| 6M | +186.5% | -5.6% | +192.1% | +188.5% |
| YTD | +163.4% | -2.8% | +166.2% | +164.6% |
| 1Y | +249.5% | -1.4% | +250.9% | +250.3% |
| 3Y | +289.4% | -1.6% | +290.9% | +287.8% |
| All | +271.9% | -33.4% | +305.3% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 5y: compounded portfolio wealth divided by compounded TLT 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…
5y analysis · Full analysis span regression · 6 months rolling