+1,173.1%
MRVL vs TXT
+89.4%
+1,083.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.3% |
| 7D | +11.0% | +0.1% | +10.9% | +11.0% |
| 30D | -36.1% | +13.3% | -49.4% | -41.1% |
| 3M | -29.4% | -5.0% | -24.5% | -28.7% |
| 6M | -11.9% | -8.4% | -3.5% | -9.1% |
| YTD | +84.8% | -4.0% | +88.8% | +84.8% |
| 1Y | +79.4% | +2.8% | +76.6% | +73.0% |
| 3Y | +195.7% | +10.3% | +185.5% | +172.0% |
| 5Y | +117.2% | +9.2% | +108.0% | +102.2% |
| All | +1,173.1% | +89.4% | +1,083.7% | +932.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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