+177.9%
MRVL vs TYL
+2.6%
+175.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +5.4% |
| 7D | -28.1% | +6.7% | -34.8% | -27.5% |
| 30D | -50.4% | +26.5% | -76.9% | -49.3% |
| 3M | -32.9% | +37.3% | -70.2% | -31.6% |
| 6M | -17.9% | +31.2% | -49.1% | -16.6% |
| YTD | +66.4% | -7.4% | +73.8% | +94.0% |
| 1Y | +51.5% | -9.6% | +61.1% | +78.2% |
| 3Y | +177.9% | +1.9% | +176.0% | +199.4% |
| All | +177.9% | +2.6% | +175.3% | +199.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling