+321.2%
MRVL vs TXG
+41.0%
+280.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +3.5% |
| 7D | +13.8% | +9.1% | +4.7% | +10.8% |
| 30D | +12.7% | +14.9% | -2.2% | +8.2% |
| 3M | -11.9% | +120.0% | -131.9% | -30.4% |
| 6M | +153.8% | +221.8% | -68.0% | +80.2% |
| YTD | +177.0% | +312.6% | -135.6% | +81.5% |
| 1Y | +252.3% | +398.4% | -146.1% | +114.5% |
| All | +321.2% | +41.0% | +280.1% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling