+210.3%
MRVL vs TPR
+404.6%
-194.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.4% |
| 7D | +23.1% | -1.1% | +24.3% | +23.6% |
| 30D | -38.8% | +15.1% | -53.9% | -42.8% |
| 3M | -24.2% | -13.4% | -10.8% | -21.1% |
| 6M | 0.0% | +1.4% | -1.3% | -5.1% |
| YTD | +93.8% | +4.8% | +89.1% | +78.4% |
| 1Y | +84.4% | +29.2% | +55.2% | +50.7% |
| All | +210.3% | +404.6% | -194.3% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling