+1,173.1%
MRVL vs GAP
+1.5%
+1,171.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.8% | -4.5% |
| 7D | +11.0% | -1.9% | +12.9% | +11.5% |
| 30D | -36.1% | -7.1% | -29.0% | -35.2% |
| 3M | -29.4% | +4.1% | -33.5% | -30.8% |
| 6M | -11.9% | +1.9% | -13.8% | -13.9% |
| YTD | +84.8% | -15.2% | +100.0% | +85.8% |
| 1Y | +79.4% | -10.6% | +90.0% | +77.7% |
| 3Y | +195.7% | +74.6% | +121.2% | +130.4% |
| 5Y | +117.2% | +3.7% | +113.5% | +76.9% |
| All | +1,173.1% | +1.5% | +1,171.6% | +741.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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