+1,064.4%
MRVL vs TT
+4,739.6%
-3,675.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.4% | +4.2% |
| 7D | -28.1% | -2.0% | -26.1% | -26.8% |
| 30D | -50.4% | -14.0% | -36.4% | -44.8% |
| 3M | -32.9% | -15.9% | -17.1% | -24.2% |
| 6M | -17.9% | -17.3% | -0.6% | -5.1% |
| YTD | +66.4% | +4.0% | +62.5% | +66.6% |
| 1Y | +51.5% | -7.1% | +58.7% | +62.7% |
| 3Y | +177.9% | +90.2% | +87.6% | +97.6% |
| 5Y | +100.0% | +131.1% | -31.1% | +27.4% |
| 10Y | +1,108.1% | +777.7% | +330.4% | +240.0% |
| All | +1,064.4% | +4,739.6% | -3,675.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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