+249.5%
MRVL vs NEM
+73.9%
+175.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.8% | +8.8% | +7.9% |
| 7D | +3.2% | +0.3% | +2.9% | +2.9% |
| 30D | +5.9% | +23.1% | -17.1% | -3.4% |
| 3M | -29.3% | +18.5% | -47.8% | -34.9% |
| 6M | +186.5% | +7.8% | +178.7% | +168.3% |
| YTD | +163.4% | +29.1% | +134.3% | +140.4% |
| 1Y | +249.5% | +72.7% | +176.8% | +257.5% |
| All | +249.5% | +73.9% | +175.6% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling