+1,019.0%
MRVL vs NTR
+97.9%
+921.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +5.6% | -1.3% | +6.9% | +6.2% |
| 30D | +8.8% | +16.8% | -8.0% | +2.0% |
| 3M | -15.9% | +20.7% | -36.6% | -22.9% |
| 6M | +161.3% | +0.5% | +160.7% | +155.7% |
| YTD | +178.2% | +29.2% | +149.1% | +142.7% |
| 1Y | +255.3% | +39.6% | +215.7% | +198.3% |
| 3Y | +323.1% | +37.9% | +285.2% | +247.9% |
| 5Y | +293.2% | +47.1% | +246.1% | +193.6% |
| All | +1,019.0% | +97.9% | +921.1% | +552.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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