+1,256.1%
MRVL vs NEM
+710.5%
+545.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.9% |
| 7D | +23.1% | -5.9% | +29.0% | +24.2% |
| 30D | -38.8% | -2.6% | -36.3% | -38.7% |
| 3M | -24.2% | -4.2% | -20.0% | -23.8% |
| 6M | 0.0% | -5.5% | +5.5% | +0.8% |
| YTD | +93.8% | +13.5% | +80.3% | +90.5% |
| 1Y | +84.4% | +22.2% | +62.2% | +79.5% |
| 3Y | +203.6% | +249.0% | -45.3% | +158.1% |
| 5Y | +127.8% | +120.1% | +7.7% | +101.4% |
| 10Y | +1,257.2% | +356.3% | +900.9% | +1,011.0% |
| All | +1,256.1% | +710.5% | +545.6% | +1,410.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling