+1,777.2%
MRVL vs TTD
+387.7%
+1,389.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.7% | +1.6% |
| 7D | +7.1% | +1.7% | +5.4% | +6.4% |
| 30D | +3.1% | +1.6% | +1.5% | +2.1% |
| 3M | -21.9% | -27.8% | +5.9% | -17.1% |
| 6M | +151.8% | -52.1% | +204.0% | +194.0% |
| YTD | +165.6% | -63.1% | +228.7% | +230.4% |
| 1Y | +242.3% | -73.1% | +315.3% | +363.4% |
| 3Y | +308.2% | -83.3% | +391.5% | +481.4% |
| 5Y | +280.4% | -80.6% | +361.0% | +381.9% |
| All | +1,777.2% | +387.7% | +1,389.5% | +1,287.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling