+255.3%
MRVL vs GAP
-7.6%
+262.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.2% | +4.2% |
| 7D | +5.6% | -4.1% | +9.7% | +5.3% |
| 30D | +8.8% | +6.2% | +2.5% | +9.3% |
| 3M | -15.9% | -0.7% | -15.2% | -14.8% |
| 6M | +161.3% | -7.1% | +168.4% | +164.4% |
| YTD | +178.2% | -14.1% | +192.3% | +174.7% |
| 1Y | +255.3% | -8.5% | +263.8% | +235.8% |
| All | +255.3% | -7.6% | +262.9% | +235.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling