+285.6%
MRVL vs NYT
+38.8%
+246.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +3.8% |
| 7D | +5.6% | -0.6% | +6.2% | +5.8% |
| 30D | +8.8% | +4.6% | +4.2% | +6.8% |
| 3M | -15.9% | -9.6% | -6.3% | -14.1% |
| 6M | +161.3% | -14.0% | +175.3% | +170.2% |
| YTD | +178.2% | -2.8% | +181.1% | +167.9% |
| 1Y | +255.3% | +15.6% | +239.7% | +209.5% |
| 3Y | +323.1% | +56.3% | +266.8% | +190.8% |
| All | +285.6% | +38.8% | +246.8% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling