+228.8%
MRVL vs GEV
+735.9%
-507.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +1.6% |
| 7D | +5.6% | +1.6% | +4.0% | +4.4% |
| 30D | +8.8% | -7.9% | +16.7% | +15.1% |
| 3M | -15.9% | +5.6% | -21.5% | -17.9% |
| 6M | +161.3% | +13.1% | +148.2% | +146.0% |
| YTD | +178.2% | +46.7% | +131.5% | +119.2% |
| 1Y | +255.3% | +51.3% | +204.0% | +168.4% |
| All | +228.8% | +735.9% | -507.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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