+1,771.2%
MRVL vs TMO
+3,370.6%
-1,599.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | +8.7% | -2.5% | +11.1% | +10.4% |
| 30D | +6.9% | -0.3% | +7.2% | +7.2% |
| 3M | -10.1% | +25.3% | -35.4% | -23.6% |
| 6M | +143.4% | +20.9% | +122.6% | +108.0% |
| YTD | +167.5% | +4.3% | +163.2% | +150.3% |
| 1Y | +239.0% | +27.0% | +211.9% | +174.7% |
| 3Y | +311.0% | +17.5% | +293.5% | +242.3% |
| 5Y | +278.0% | +6.9% | +271.0% | +240.3% |
| 10Y | +1,883.8% | +332.0% | +1,551.8% | +603.2% |
| All | +1,771.2% | +3,370.6% | -1,599.4% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 all: compounded portfolio wealth divided by compounded TMO 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…
all analysis · Full analysis span regression · 6 months rolling