+96.9%
MRVL vs TPR
+253.5%
-156.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.2% |
| 7D | -28.1% | +14.2% | -42.3% | -33.8% |
| 30D | -50.4% | +17.1% | -67.5% | -55.3% |
| 3M | -32.9% | -17.7% | -15.2% | -28.3% |
| 6M | -17.9% | -10.2% | -7.8% | -17.8% |
| YTD | +66.4% | +4.9% | +61.5% | +49.7% |
| 1Y | +51.5% | +36.1% | +15.4% | +15.1% |
| 3Y | +177.9% | +416.5% | -238.6% | -17.8% |
| All | +96.9% | +253.5% | -156.6% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling