-9.5%
MRVL vs TLT
-2.7%
-6.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.4% | +9.5% |
| 7D | -9.8% | +0.3% | -10.1% | -10.0% |
| 30D | -43.8% | +5.1% | -48.9% | -48.5% |
| 3M | -29.3% | -0.2% | -29.1% | -26.2% |
| All | -9.5% | -2.7% | -6.8% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling