+1,091.0%
MRVL vs TMF
-83.0%
+1,174.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.7% |
| 7D | -28.1% | +1.2% | -29.3% | -28.1% |
| 30D | -50.4% | +19.7% | -70.1% | -50.0% |
| 3M | -32.9% | -2.1% | -30.8% | -32.9% |
| 6M | -17.9% | -13.4% | -4.5% | -18.4% |
| YTD | +66.4% | -16.7% | +83.2% | +65.4% |
| 1Y | +51.5% | -23.3% | +74.9% | +49.9% |
| 3Y | +177.9% | -24.8% | +202.7% | +177.2% |
| 5Y | +100.0% | -88.0% | +188.1% | +65.9% |
| All | +1,091.0% | -83.0% | +1,174.0% | +1,136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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