+127.8%
MRVL vs NVTS
-48.0%
+175.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.1% | +2.5% | -1.6% |
| 7D | +23.1% | +21.6% | +1.5% | +18.6% |
| 30D | -38.8% | -8.5% | -30.3% | -37.5% |
| 3M | -24.2% | -31.4% | +7.1% | -18.3% |
| 6M | 0.0% | -50.3% | +50.4% | +14.4% |
| YTD | +93.8% | +33.9% | +59.9% | +79.6% |
| 1Y | +84.4% | +10.6% | +73.8% | +75.9% |
| 3Y | +203.6% | +52.7% | +150.9% | +128.4% |
| 5Y | +127.8% | -48.5% | +176.3% | +71.9% |
| All | +127.8% | -48.0% | +175.9% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling