+323.1%
MRVL vs NYT
+56.2%
+266.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +4.0% |
| 7D | +5.6% | -0.6% | +6.2% | +5.6% |
| 30D | +8.8% | +4.6% | +4.2% | +8.5% |
| 3M | -15.9% | -9.6% | -6.3% | -15.4% |
| 6M | +161.3% | -14.0% | +175.3% | +164.3% |
| YTD | +178.2% | -2.8% | +181.1% | +171.0% |
| 1Y | +255.3% | +15.6% | +239.7% | +227.6% |
| 3Y | +323.1% | +56.3% | +266.8% | +230.6% |
| All | +323.1% | +56.2% | +266.9% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling