+1,743.1%
MRVL vs TXT
+273.2%
+1,469.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.4% | +7.2% |
| 7D | +3.2% | -4.8% | +8.0% | +5.4% |
| 30D | +5.9% | -10.6% | +16.6% | +10.9% |
| 3M | -29.3% | -13.2% | -16.2% | -25.0% |
| 6M | +186.5% | -20.3% | +206.8% | +215.7% |
| YTD | +163.4% | -9.3% | +172.7% | +173.7% |
| 1Y | +249.5% | -2.7% | +252.2% | +252.0% |
| 3Y | +289.4% | +1.4% | +288.0% | +284.7% |
| 5Y | +270.2% | +9.6% | +260.7% | +262.8% |
| 10Y | +1,748.8% | +94.9% | +1,653.9% | +1,233.5% |
| All | +1,743.1% | +273.2% | +1,469.8% | +591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling