+97.1%
MRVL vs TXT
+10.5%
+86.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +7.3% |
| 7D | -28.1% | -2.5% | -25.6% | -26.8% |
| 30D | -50.4% | +14.4% | -64.8% | -56.9% |
| 3M | -32.9% | -4.9% | -28.0% | -31.9% |
| 6M | -17.9% | -10.2% | -7.7% | -12.4% |
| YTD | +66.4% | -4.1% | +70.5% | +64.6% |
| 1Y | +51.5% | +4.0% | +47.6% | +38.7% |
| 3Y | +177.9% | +8.0% | +169.9% | +128.9% |
| All | +97.1% | +10.5% | +86.6% | +52.7% |
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