+1,173.1%
MRVL vs NOC
+160.0%
+1,013.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.7% |
| 7D | +11.0% | +4.8% | +6.2% | +10.4% |
| 30D | -36.1% | +11.0% | -47.1% | -36.9% |
| 3M | -29.4% | -3.8% | -25.6% | -29.2% |
| 6M | -11.9% | +0.6% | -12.5% | -12.5% |
| YTD | +84.8% | -2.3% | +87.1% | +83.9% |
| 1Y | +79.4% | +0.3% | +79.2% | +77.5% |
| 3Y | +195.7% | +24.6% | +171.1% | +174.4% |
| 5Y | +117.2% | +66.0% | +51.2% | +80.5% |
| All | +1,173.1% | +160.0% | +1,013.1% | +778.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling