+1,204.0%
MRVL vs TMF
-83.0%
+1,287.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.1% | +9.4% | +9.5% |
| 7D | -9.8% | +0.6% | -10.4% | -9.8% |
| 30D | -43.8% | +16.3% | -60.2% | -43.5% |
| 3M | -29.3% | -2.7% | -26.6% | -29.3% |
| 6M | -9.1% | -13.2% | +4.1% | -9.5% |
| YTD | +82.2% | -16.7% | +98.9% | +81.1% |
| 1Y | +70.3% | -22.7% | +93.1% | +68.6% |
| 3Y | +197.0% | -26.1% | +223.1% | +195.8% |
| 5Y | +115.8% | -88.4% | +204.2% | +78.2% |
| 10Y | +1,204.0% | -81.8% | +1,285.9% | +1,253.9% |
| All | +1,204.0% | -83.0% | +1,287.1% | +1,253.9% |
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