+1,293.1%
MRVL vs TYL
+185.3%
+1,107.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.4% | +8.9% |
| 7D | +5.6% | +0.5% | +5.1% | +5.1% |
| 30D | -36.5% | +25.2% | -61.7% | -44.4% |
| 3M | -20.5% | +31.8% | -52.2% | -33.5% |
| 6M | -1.1% | +36.3% | -37.4% | -23.7% |
| YTD | +99.0% | -6.3% | +105.2% | +91.0% |
| 1Y | +89.3% | -9.5% | +98.7% | +85.5% |
| 3Y | +211.6% | +1.6% | +210.0% | +169.1% |
| 5Y | +134.0% | -21.8% | +155.8% | +140.4% |
| 10Y | +1,293.1% | +183.3% | +1,109.8% | +642.7% |
| All | +1,293.1% | +185.3% | +1,107.8% | +642.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling