+290.9%
MRVL vs NOC
+55.2%
+235.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.8% | +4.2% |
| 7D | +13.8% | -1.6% | +15.4% | +13.7% |
| 30D | +12.7% | -10.4% | +23.1% | +12.1% |
| 3M | -11.9% | -5.6% | -6.3% | -12.1% |
| 6M | +153.8% | -30.4% | +184.2% | +154.8% |
| YTD | +177.0% | -8.5% | +185.4% | +177.2% |
| 1Y | +252.3% | -8.3% | +260.7% | +252.9% |
| 3Y | +325.5% | +28.2% | +297.3% | +313.8% |
| 5Y | +290.9% | +56.7% | +234.2% | +250.2% |
| All | +290.9% | +55.2% | +235.7% | +250.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling