+1,743.1%
MRVL vs NEM
+821.7%
+921.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.8% | +8.8% | +7.3% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +5.9% | +23.1% | -17.1% | +2.9% |
| 3M | -29.3% | +18.5% | -47.8% | -30.8% |
| 6M | +186.5% | +7.8% | +178.7% | +183.5% |
| YTD | +163.4% | +29.1% | +134.3% | +154.6% |
| 1Y | +249.5% | +72.7% | +176.8% | +225.1% |
| 3Y | +289.4% | +248.7% | +40.6% | +229.8% |
| 5Y | +270.2% | +148.7% | +121.6% | +221.8% |
| 10Y | +1,748.8% | +304.8% | +1,444.1% | +1,415.5% |
| All | +1,743.1% | +821.7% | +921.4% | +1,918.3% |
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