+289.8%
MRVL vs TYL
-8.1%
+297.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.0% | +11.1% | +7.1% |
| 7D | +3.2% | -3.7% | +6.9% | +3.3% |
| 30D | +5.9% | +18.7% | -12.8% | +5.1% |
| 3M | -29.3% | +18.1% | -47.5% | -30.3% |
| 6M | +186.5% | -1.1% | +187.6% | +197.3% |
| YTD | +163.4% | -19.8% | +183.3% | +199.1% |
| 1Y | +249.5% | -34.3% | +283.8% | +339.9% |
| All | +289.8% | -8.1% | +297.9% | +305.0% |
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