+308.2%
MRVL vs TXT
+5.7%
+302.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +7.1% | -0.2% | +7.4% | +7.3% |
| 30D | +3.1% | -11.1% | +14.1% | +11.3% |
| 3M | -21.9% | -13.0% | -9.0% | -14.5% |
| 6M | +151.8% | -16.2% | +168.0% | +182.6% |
| YTD | +165.6% | -8.7% | +174.4% | +178.5% |
| 1Y | +242.3% | -3.8% | +246.0% | +244.4% |
| 3Y | +308.2% | +5.5% | +302.6% | +265.9% |
| All | +308.2% | +5.7% | +302.5% | +265.9% |
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