+218.5%
MRVL vs NTAP
+150.8%
+67.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.1% | +5.3% | +6.4% |
| 7D | +5.6% | -2.4% | +8.1% | +8.5% |
| 30D | -36.5% | -23.4% | -13.1% | -22.5% |
| 3M | -20.5% | -7.5% | -13.0% | -14.7% |
| 6M | -1.1% | +56.4% | -57.5% | -28.9% |
| YTD | +99.0% | +73.6% | +25.3% | +29.4% |
| 1Y | +89.3% | +68.4% | +20.9% | +26.2% |
| All | +218.5% | +150.8% | +67.7% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling