+1,743.1%
MRVL vs NOC
+2,832.2%
-1,089.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.5% | +9.6% | +7.9% |
| 7D | +3.2% | -5.2% | +8.4% | +5.0% |
| 30D | +5.9% | -7.2% | +13.1% | +8.2% |
| 3M | -29.3% | -5.1% | -24.2% | -28.9% |
| 6M | +186.5% | -31.1% | +217.6% | +221.7% |
| YTD | +163.4% | -8.6% | +172.0% | +165.8% |
| 1Y | +249.5% | -9.7% | +259.2% | +253.1% |
| 3Y | +289.4% | +24.3% | +265.1% | +234.1% |
| 5Y | +270.2% | +52.6% | +217.6% | +181.1% |
| 10Y | +1,748.8% | +183.6% | +1,565.2% | +894.4% |
| All | +1,743.1% | +2,832.2% | -1,089.2% | +320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling