+1,743.1%
MRVL vs NTAP
+222.0%
+1,521.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +7.0% |
| 7D | +3.2% | -0.8% | +4.0% | +3.6% |
| 30D | +5.9% | -0.5% | +6.5% | +5.7% |
| 3M | -29.3% | +4.1% | -33.4% | -30.6% |
| 6M | +186.5% | +88.0% | +98.5% | +104.2% |
| YTD | +163.4% | +75.6% | +87.9% | +93.2% |
| 1Y | +249.5% | +58.9% | +190.6% | +169.9% |
| 3Y | +289.4% | +153.6% | +135.8% | +143.0% |
| 5Y | +270.2% | +127.6% | +142.6% | +151.2% |
| 10Y | +1,748.8% | +580.4% | +1,168.5% | +587.1% |
| All | +1,743.1% | +222.0% | +1,521.0% | +268.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling