+1,954.1%
MRVL vs TXT
+100.3%
+1,853.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.8% | +4.0% |
| 7D | +13.8% | +0.8% | +13.0% | +13.3% |
| 30D | +12.7% | -10.4% | +23.1% | +19.3% |
| 3M | -11.9% | -14.3% | +2.4% | -4.4% |
| 6M | +153.8% | -15.1% | +168.9% | +177.4% |
| YTD | +177.0% | -8.3% | +185.3% | +188.4% |
| 1Y | +252.3% | -0.7% | +253.1% | +251.1% |
| 3Y | +325.5% | +6.0% | +319.6% | +305.7% |
| 5Y | +290.9% | +12.5% | +278.4% | +268.5% |
| 10Y | +1,954.1% | +103.2% | +1,850.9% | +1,444.3% |
| All | +1,954.1% | +100.3% | +1,853.8% | +1,444.3% |
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