+1,173.1%
MRVL vs TTMI
+394.2%
+778.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -3.1% |
| 7D | +11.0% | +11.4% | -0.4% | +4.9% |
| 30D | -36.1% | -28.3% | -7.8% | -25.2% |
| 3M | -29.4% | -46.7% | +17.2% | -4.7% |
| 6M | -11.9% | -56.1% | +44.3% | +33.9% |
| YTD | +84.8% | +7.4% | +77.4% | +68.1% |
| 1Y | +79.4% | +17.4% | +62.0% | +52.6% |
| 3Y | +195.7% | +429.1% | -233.4% | +8.6% |
| 5Y | +117.2% | +418.8% | -301.6% | -21.1% |
| All | +1,173.1% | +394.2% | +778.9% | +340.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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