+321.2%
MRVL vs NSC
+75.0%
+246.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.8% |
| 7D | +13.8% | -2.0% | +15.9% | +14.8% |
| 30D | +12.7% | -3.2% | +15.9% | +14.2% |
| 3M | -11.9% | +3.9% | -15.8% | -13.8% |
| 6M | +153.8% | +7.8% | +146.1% | +142.7% |
| YTD | +177.0% | +13.4% | +163.5% | +156.4% |
| 1Y | +252.3% | +20.3% | +232.0% | +216.2% |
| All | +321.2% | +75.0% | +246.1% | +200.5% |
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