+839.4%
MRVL vs TXG
+27.0%
+812.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.3% | +0.7% | +2.9% |
| 7D | +5.6% | +9.5% | -3.9% | +2.6% |
| 30D | +8.8% | +18.8% | -10.0% | +3.1% |
| 3M | -15.9% | +136.1% | -152.0% | -36.5% |
| 6M | +161.3% | +235.2% | -74.0% | +75.3% |
| YTD | +178.2% | +320.5% | -142.3% | +71.3% |
| 1Y | +255.3% | +425.2% | -169.9% | +98.8% |
| 3Y | +323.1% | +42.9% | +280.2% | +222.9% |
| 5Y | +293.2% | -62.8% | +356.0% | +295.2% |
| All | +839.4% | +27.0% | +812.4% | +636.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling