+1,925.8%
MRVL vs NTAP
+650.8%
+1,275.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.5% | -4.5% | -1.2% |
| 7D | +5.6% | +7.4% | -1.8% | +0.9% |
| 30D | +8.8% | -1.4% | +10.1% | +9.1% |
| 3M | -15.9% | +24.6% | -40.4% | -27.2% |
| 6M | +161.3% | +105.9% | +55.4% | +59.5% |
| YTD | +178.2% | +88.5% | +89.7% | +77.9% |
| 1Y | +255.3% | +62.1% | +193.2% | +151.1% |
| 3Y | +323.1% | +169.1% | +154.1% | +120.9% |
| 5Y | +293.2% | +141.9% | +151.3% | +119.3% |
| All | +1,925.8% | +650.8% | +1,275.0% | +588.0% |
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