+1,925.8%
MRVL vs NTRA
+3,199.2%
-1,273.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.2% | +3.8% |
| 7D | +5.6% | +0.2% | +5.4% | +5.6% |
| 30D | +8.8% | +4.1% | +4.7% | +7.8% |
| 3M | -15.9% | +50.0% | -65.9% | -25.1% |
| 6M | +161.3% | +67.3% | +94.0% | +122.6% |
| YTD | +178.2% | +43.6% | +134.7% | +146.5% |
| 1Y | +255.3% | +89.2% | +166.1% | +190.5% |
| 3Y | +323.1% | +502.5% | -179.4% | +155.5% |
| 5Y | +293.2% | +173.8% | +119.4% | +160.1% |
| All | +1,925.8% | +3,199.2% | -1,273.4% | +780.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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