+118.8%
MRVL vs TMF
-88.6%
+207.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -4.6% |
| 7D | +11.0% | -9.3% | +20.3% | +11.4% |
| 30D | -36.1% | +1.9% | -38.0% | -36.3% |
| 3M | -29.4% | -11.2% | -18.2% | -29.1% |
| 6M | -11.9% | -17.7% | +5.8% | -11.1% |
| YTD | +84.8% | -24.5% | +109.2% | +86.7% |
| 1Y | +79.4% | -29.4% | +108.8% | +81.6% |
| 3Y | +195.7% | -33.4% | +229.2% | +197.2% |
| All | +118.8% | -88.6% | +207.5% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling