+321.2%
MRVL vs NTAP
+146.1%
+175.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +5.8% |
| 7D | +13.8% | +2.2% | +11.6% | +12.1% |
| 30D | +12.7% | -7.0% | +19.7% | +17.6% |
| 3M | -11.9% | +12.3% | -24.2% | -19.4% |
| 6M | +153.8% | +85.1% | +68.7% | +54.2% |
| YTD | +177.0% | +74.8% | +102.2% | +73.9% |
| 1Y | +252.3% | +52.7% | +199.7% | +148.8% |
| All | +321.2% | +146.1% | +175.0% | +117.7% |
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