+195.7%
MRVL vs NSC
+77.7%
+118.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -4.1% |
| 7D | +11.0% | +2.5% | +8.5% | +10.1% |
| 30D | -36.1% | +1.7% | -37.8% | -36.5% |
| 3M | -29.4% | -2.6% | -26.9% | -28.7% |
| 6M | -11.9% | +6.4% | -18.3% | -15.1% |
| YTD | +84.8% | +15.5% | +69.3% | +69.8% |
| 1Y | +79.4% | +17.6% | +61.8% | +63.3% |
| 3Y | +195.7% | +75.0% | +120.8% | +132.2% |
| All | +195.7% | +77.7% | +118.0% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling