+1,925.8%
MRVL vs TSCO
+185.7%
+1,740.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.6% |
| 7D | +5.6% | -5.7% | +11.3% | +7.9% |
| 30D | +8.8% | -8.8% | +17.5% | +12.4% |
| 3M | -15.9% | +6.3% | -22.2% | -18.4% |
| 6M | +161.3% | -32.3% | +193.5% | +202.4% |
| YTD | +178.2% | -32.7% | +210.9% | +220.9% |
| 1Y | +255.3% | -43.7% | +299.0% | +343.6% |
| 3Y | +323.1% | -19.7% | +342.8% | +332.3% |
| 5Y | +293.2% | -11.6% | +304.8% | +280.0% |
| All | +1,925.8% | +185.7% | +1,740.1% | +1,189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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