+249.5%
MRVL vs TXG
+372.5%
-123.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +8.0% | +7.3% |
| 7D | +3.2% | +1.8% | +1.4% | +2.6% |
| 30D | +5.9% | +32.0% | -26.1% | -2.3% |
| 3M | -29.3% | +87.0% | -116.3% | -40.2% |
| 6M | +186.5% | +180.1% | +6.4% | +125.8% |
| YTD | +163.4% | +284.1% | -120.7% | +98.5% |
| 1Y | +249.5% | +361.7% | -112.2% | +157.3% |
| All | +249.5% | +372.5% | -123.0% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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