+1,837.5%
MRVL vs TKO
+2,200.7%
-363.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.4% | +4.9% |
| 7D | +13.8% | +0.7% | +13.1% | +13.5% |
| 30D | +12.7% | +0.9% | +11.8% | +12.2% |
| 3M | -11.9% | -6.2% | -5.7% | -10.9% |
| 6M | +153.8% | -5.6% | +159.5% | +155.3% |
| YTD | +177.0% | -7.8% | +184.8% | +178.7% |
| 1Y | +252.3% | -1.2% | +253.6% | +245.7% |
| 3Y | +325.5% | +106.5% | +219.0% | +231.6% |
| 5Y | +290.9% | +310.4% | -19.5% | +143.8% |
| 10Y | +1,954.1% | +987.5% | +966.6% | +791.9% |
| All | +1,837.5% | +2,200.7% | -363.2% | +359.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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