+1,186.0%
MRVL vs TTD
+436.3%
+749.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -1.0% |
| 7D | -10.2% | +19.9% | -30.1% | -14.3% |
| 30D | -43.9% | +27.6% | -71.6% | -47.5% |
| 3M | -26.0% | +15.2% | -41.1% | -29.5% |
| 6M | -9.2% | -33.2% | +24.0% | -3.2% |
| YTD | +82.0% | -59.4% | +141.4% | +119.2% |
| 1Y | +65.9% | -64.4% | +130.2% | +107.3% |
| 3Y | +185.0% | -75.9% | +260.9% | +267.3% |
| 5Y | +121.5% | -82.6% | +204.1% | +188.5% |
| 10Y | +1,224.2% | +558.1% | +666.0% | +835.1% |
| All | +1,186.0% | +436.3% | +749.7% | +820.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling