+278.0%
MRVL vs TXN
+57.5%
+220.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.4% | -2.3% |
| 7D | +8.7% | +2.0% | +6.7% | +6.6% |
| 30D | +6.9% | -8.0% | +14.9% | +17.1% |
| 3M | -10.1% | -7.8% | -2.4% | 0.0% |
| 6M | +143.4% | +32.4% | +111.0% | +85.5% |
| YTD | +167.5% | +51.7% | +115.8% | +69.0% |
| 1Y | +239.0% | +44.3% | +194.7% | +126.5% |
| 3Y | +311.0% | +71.3% | +239.7% | +96.5% |
| 5Y | +278.0% | +56.4% | +221.6% | +112.1% |
| All | +278.0% | +57.5% | +220.5% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 5y: compounded portfolio wealth divided by compounded TXN 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…
5y analysis · Full analysis span regression · 6 months rolling