+165.6%
MRVL vs NVD
-98.5%
+264.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.9% | -8.6% | -3.1% |
| 7D | +11.0% | +28.6% | -17.6% | +23.3% |
| 30D | -36.1% | +73.6% | -109.7% | -17.1% |
| 3M | -29.4% | +70.1% | -99.5% | -7.0% |
| 6M | -11.9% | +53.6% | -65.4% | +18.9% |
| YTD | +84.8% | -7.0% | +91.8% | +114.8% |
| 1Y | +79.4% | -9.0% | +88.4% | +109.7% |
| 3Y | +195.7% | -98.3% | +294.1% | +40.6% |
| All | +165.6% | -98.5% | +264.1% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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