+1,173.1%
MRVL vs TXT
+309.9%
+863.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.8% |
| 7D | -10.2% | -1.1% | -9.2% | -9.7% |
| 30D | -43.9% | +17.1% | -61.0% | -48.2% |
| 3M | -26.0% | -2.6% | -23.3% | -26.2% |
| 6M | -9.2% | -4.6% | -4.7% | -8.5% |
| YTD | +82.0% | -0.3% | +82.3% | +79.4% |
| 1Y | +65.9% | +5.9% | +60.0% | +59.3% |
| 3Y | +185.0% | +14.4% | +170.7% | +164.7% |
| 5Y | +121.5% | +15.9% | +105.6% | +109.2% |
| 10Y | +1,224.2% | +99.6% | +1,124.6% | +832.7% |
| All | +1,173.1% | +309.9% | +863.2% | +353.1% |
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