+171.3%
MRVL vs TXT
+9.4%
+161.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.8% |
| 7D | -28.1% | -2.5% | -25.6% | -27.2% |
| 30D | -50.4% | +14.4% | -64.8% | -55.2% |
| 3M | -32.9% | -4.9% | -28.0% | -31.4% |
| 6M | -17.9% | -10.2% | -7.7% | -12.7% |
| YTD | +66.4% | -4.1% | +70.5% | +66.9% |
| 1Y | +51.5% | +4.0% | +47.6% | +43.0% |
| All | +171.3% | +9.4% | +161.9% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling