+1,837.5%
MRVL vs TDY
+3,022.5%
-1,185.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +5.0% |
| 7D | +13.8% | -1.8% | +15.7% | +14.8% |
| 30D | +12.7% | -13.8% | +26.4% | +20.6% |
| 3M | -11.9% | -3.9% | -8.0% | -9.7% |
| 6M | +153.8% | -9.0% | +162.8% | +168.4% |
| YTD | +177.0% | +16.5% | +160.4% | +160.5% |
| 1Y | +252.3% | +9.3% | +243.1% | +240.8% |
| 3Y | +325.5% | +45.1% | +280.4% | +264.7% |
| 5Y | +290.9% | +35.0% | +255.9% | +253.1% |
| 10Y | +1,954.1% | +469.0% | +1,485.1% | +908.5% |
| All | +1,837.5% | +3,022.5% | -1,185.0% | +396.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 all: compounded portfolio wealth divided by compounded TDY 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…
all analysis · Full analysis span regression · 6 months rolling