+280.4%
MRVL vs TXT
+12.6%
+267.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.3% |
| 7D | +7.1% | -0.2% | +7.4% | +7.3% |
| 30D | +3.1% | -11.1% | +14.1% | +13.6% |
| 3M | -21.9% | -13.0% | -9.0% | -12.5% |
| 6M | +151.8% | -16.2% | +168.0% | +192.1% |
| YTD | +165.6% | -8.7% | +174.4% | +181.2% |
| 1Y | +242.3% | -3.8% | +246.0% | +243.2% |
| 3Y | +308.2% | +5.5% | +302.6% | +250.8% |
| 5Y | +280.4% | +12.3% | +268.1% | +204.9% |
| All | +280.4% | +12.6% | +267.8% | +204.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling