+289.8%
MRVL vs TMF
-42.2%
+332.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.4% | +6.7% | +7.0% |
| 7D | +3.2% | -1.4% | +4.6% | +3.3% |
| 30D | +5.9% | -2.8% | +8.8% | +6.2% |
| 3M | -29.3% | -10.9% | -18.4% | -28.8% |
| 6M | +186.5% | -21.3% | +207.8% | +189.6% |
| YTD | +163.4% | -15.9% | +179.3% | +165.8% |
| 1Y | +249.5% | -15.7% | +265.2% | +251.9% |
| All | +289.8% | -42.2% | +332.0% | +291.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling