+793.2%
MRVL vs NET
+1,449.6%
-656.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.0% | +9.0% | +7.7% |
| 7D | +3.2% | -7.0% | +10.2% | +5.6% |
| 30D | +5.9% | -4.8% | +10.7% | +6.7% |
| 3M | -29.3% | +3.8% | -33.2% | -30.8% |
| 6M | +186.5% | +50.0% | +136.4% | +136.0% |
| YTD | +163.4% | +41.5% | +122.0% | +118.4% |
| 1Y | +249.5% | +32.8% | +216.7% | +195.7% |
| 3Y | +289.4% | +335.9% | -46.5% | +108.3% |
| 5Y | +270.2% | +113.8% | +156.4% | +111.0% |
| All | +793.2% | +1,449.6% | -656.3% | +185.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling