+1,771.2%
MRVL vs NTRS
+414.4%
+1,356.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -4.2% |
| 7D | +8.7% | +0.3% | +8.3% | +8.4% |
| 30D | +6.9% | +0.2% | +6.7% | +6.4% |
| 3M | -10.1% | +13.2% | -23.3% | -17.1% |
| 6M | +143.4% | +36.9% | +106.5% | +101.2% |
| YTD | +167.5% | +39.1% | +128.4% | +117.9% |
| 1Y | +239.0% | +50.4% | +188.5% | +163.4% |
| 3Y | +311.0% | +166.8% | +144.2% | +126.9% |
| 5Y | +278.0% | +92.9% | +185.1% | +151.6% |
| 10Y | +1,883.8% | +255.7% | +1,628.1% | +753.3% |
| All | +1,771.2% | +414.4% | +1,356.8% | +316.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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