+134.1%
MRVL vs NTAP
+122.6%
+11.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.1% | +5.3% | +5.9% |
| 7D | +5.6% | -2.4% | +8.1% | +9.0% |
| 30D | -36.5% | -23.4% | -13.1% | -19.2% |
| 3M | -20.5% | -7.5% | -13.0% | -14.1% |
| 6M | -1.1% | +56.4% | -57.5% | -35.6% |
| YTD | +99.0% | +73.6% | +25.3% | +14.5% |
| 1Y | +89.3% | +68.4% | +20.9% | +12.1% |
| 3Y | +211.6% | +150.6% | +61.1% | +15.3% |
| 5Y | +134.1% | +122.5% | +11.6% | -4.7% |
| All | +134.1% | +122.6% | +11.4% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling