+1,077.1%
MRVL vs TYL
+168.7%
+908.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.8% |
| 7D | -28.1% | +6.7% | -34.8% | -30.8% |
| 30D | -50.4% | +26.5% | -76.9% | -56.8% |
| 3M | -32.9% | +37.3% | -70.2% | -45.2% |
| 6M | -17.9% | +31.2% | -49.1% | -35.5% |
| YTD | +66.4% | -7.4% | +73.8% | +60.6% |
| 1Y | +51.5% | -9.6% | +61.1% | +48.1% |
| 3Y | +177.9% | +1.9% | +176.0% | +138.6% |
| 5Y | +100.0% | -21.1% | +121.1% | +104.0% |
| All | +1,077.1% | +168.7% | +908.4% | +541.2% |
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