+256.0%
MRVL vs NVTS
-17.0%
+273.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.6% | +4.9% |
| 7D | +13.8% | +3.5% | +10.3% | +13.1% |
| 30D | +12.7% | -11.9% | +24.6% | +15.4% |
| 3M | -11.9% | -49.2% | +37.3% | -0.2% |
| 6M | +153.8% | +38.4% | +115.4% | +137.0% |
| YTD | +177.0% | +62.5% | +114.5% | +146.5% |
| 1Y | +252.3% | +101.4% | +151.0% | +191.6% |
| 3Y | +325.5% | +40.4% | +285.1% | +239.6% |
| All | +256.0% | -17.0% | +273.0% | +156.7% |
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