+306.7%
MRVL vs TSCO
-18.6%
+325.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.2% |
| 7D | +8.7% | -3.1% | +11.8% | +9.1% |
| 30D | +6.9% | -4.4% | +11.3% | +7.4% |
| 3M | -10.1% | +9.7% | -19.8% | -11.5% |
| 6M | +143.4% | -32.4% | +175.8% | +174.7% |
| YTD | +167.5% | -31.7% | +199.1% | +198.7% |
| 1Y | +239.0% | -41.3% | +280.2% | +299.0% |
| All | +306.7% | -18.6% | +325.3% | +300.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling