+1,925.8%
MRVL vs TNA
+86.1%
+1,839.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +3.0% | +3.6% |
| 7D | +5.6% | -7.3% | +12.9% | +8.9% |
| 30D | +8.8% | -14.2% | +22.9% | +15.9% |
| 3M | -15.9% | -4.6% | -11.3% | -13.5% |
| 6M | +161.3% | +36.9% | +124.3% | +134.2% |
| YTD | +178.2% | +42.5% | +135.7% | +142.4% |
| 1Y | +255.3% | +45.8% | +209.5% | +203.1% |
| 3Y | +323.1% | +104.7% | +218.5% | +191.4% |
| 5Y | +293.2% | -21.7% | +314.9% | +257.0% |
| All | +1,925.8% | +86.1% | +1,839.7% | +1,055.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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