+82.7%
MRVL vs TTD
-72.7%
+155.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.9% | -10.0% | -6.6% |
| 7D | -36.5% | +3.7% | -40.2% | -36.0% |
| 30D | -41.1% | +10.4% | -51.5% | -39.8% |
| 3M | -26.9% | -31.6% | +4.7% | -29.9% |
| 6M | -2.3% | -45.1% | +42.8% | -6.2% |
| YTD | +88.4% | -65.1% | +153.5% | +98.5% |
| 1Y | +82.7% | -72.0% | +154.7% | +107.2% |
| All | +82.7% | -72.7% | +155.4% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling