+243.8%
MRVL vs NVTS
-20.2%
+264.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -2.7% |
| 7D | +8.7% | +0.5% | +8.2% | +8.6% |
| 30D | +6.9% | -18.0% | +24.9% | +11.0% |
| 3M | -10.1% | -45.6% | +35.5% | +0.7% |
| 6M | +143.4% | +28.5% | +115.0% | +130.3% |
| YTD | +167.5% | +56.2% | +111.3% | +139.9% |
| 1Y | +239.0% | +97.7% | +141.3% | +181.7% |
| 3Y | +311.0% | +35.0% | +276.0% | +230.4% |
| All | +243.8% | -20.2% | +264.0% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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