+789.4%
MRVL vs TXG
+16.0%
+773.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +8.0% | +7.3% |
| 7D | +3.2% | +1.8% | +1.4% | +2.5% |
| 30D | +5.9% | +32.0% | -26.1% | -3.7% |
| 3M | -29.3% | +87.0% | -116.3% | -42.5% |
| 6M | +186.5% | +180.1% | +6.4% | +103.1% |
| YTD | +163.4% | +284.1% | -120.7% | +67.0% |
| 1Y | +249.5% | +361.7% | -112.2% | +103.4% |
| 3Y | +289.4% | +15.9% | +273.4% | +218.3% |
| 5Y | +270.2% | -66.2% | +336.4% | +283.5% |
| All | +789.4% | +16.0% | +773.4% | +617.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling