+1,174.2%
MRVL vs TPR
+387.0%
+787.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -10.2% | +12.1% | -22.3% | -14.5% |
| 30D | -43.9% | +16.7% | -60.6% | -47.8% |
| 3M | -26.0% | -17.4% | -8.6% | -22.6% |
| 6M | -9.2% | +2.3% | -11.5% | -13.3% |
| YTD | +82.0% | +7.1% | +74.8% | +69.6% |
| 1Y | +65.9% | +29.5% | +36.4% | +43.3% |
| 3Y | +185.0% | +415.0% | -230.0% | +44.3% |
| 5Y | +121.5% | +261.5% | -140.0% | +25.9% |
| All | +1,174.2% | +387.0% | +787.2% | +503.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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