+793.0%
MRVL vs TTMI
+267.1%
+525.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.5% |
| 7D | +23.1% | +22.6% | +0.5% | +14.9% |
| 30D | -38.8% | -34.3% | -4.5% | -29.7% |
| 3M | -24.2% | -44.8% | +20.5% | -8.2% |
| 6M | 0.0% | -53.3% | +53.3% | +30.4% |
| YTD | +93.8% | +10.6% | +83.3% | +84.1% |
| 1Y | +84.4% | +8.2% | +76.2% | +74.4% |
| 3Y | +203.6% | +435.7% | -232.1% | +71.0% |
| 5Y | +127.8% | +434.2% | -306.3% | +28.0% |
| 10Y | +1,257.2% | +426.4% | +830.8% | +631.4% |
| All | +793.0% | +267.1% | +525.9% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling