+1,173.1%
MRVL vs NTAP
+583.1%
+590.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.1% | -3.0% |
| 7D | +11.0% | +7.2% | +3.8% | +6.5% |
| 30D | -36.1% | -18.4% | -17.7% | -26.1% |
| 3M | -29.4% | -11.3% | -18.1% | -22.8% |
| 6M | -11.9% | +53.8% | -65.6% | -33.8% |
| YTD | +84.8% | +72.0% | +12.8% | +27.4% |
| 1Y | +79.4% | +68.0% | +11.4% | +25.6% |
| 3Y | +195.7% | +149.5% | +46.3% | +64.5% |
| 5Y | +117.2% | +125.6% | -8.4% | +29.4% |
| All | +1,173.1% | +583.1% | +590.0% | +363.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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