+82.7%
MRVL vs NOC
-7.1%
+89.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.5% | -2.5% | -8.7% |
| 7D | -36.5% | -5.0% | -31.5% | -37.7% |
| 30D | -41.1% | +10.3% | -51.4% | -38.5% |
| 3M | -26.9% | -4.3% | -22.6% | -27.3% |
| 6M | -2.3% | -6.5% | +4.2% | -1.7% |
| YTD | +88.4% | -6.7% | +95.1% | +98.6% |
| 1Y | +82.7% | -7.5% | +90.2% | +93.6% |
| All | +82.7% | -7.1% | +89.8% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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