+278.0%
MRVL vs TNA
-26.1%
+304.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -1.8% |
| 7D | +8.7% | -7.6% | +16.3% | +13.2% |
| 30D | +6.9% | -13.6% | +20.5% | +15.5% |
| 3M | -10.1% | +2.8% | -13.0% | -10.3% |
| 6M | +143.4% | +34.5% | +108.9% | +113.5% |
| YTD | +167.5% | +41.0% | +126.4% | +125.0% |
| 1Y | +239.0% | +52.0% | +186.9% | +169.0% |
| 3Y | +311.0% | +103.5% | +207.5% | +145.1% |
| 5Y | +278.0% | -22.5% | +300.5% | +212.9% |
| All | +278.0% | -26.1% | +304.1% | +212.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling