+216.1%
MRVL vs GEV
+706.8%
-490.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.6% | -1.5% |
| 7D | +8.7% | -1.9% | +10.6% | +10.0% |
| 30D | +6.9% | -8.7% | +15.6% | +13.7% |
| 3M | -10.1% | +6.6% | -16.7% | -12.6% |
| 6M | +143.4% | +10.2% | +133.2% | +133.3% |
| YTD | +167.5% | +41.6% | +125.8% | +115.8% |
| 1Y | +239.0% | +43.9% | +195.1% | +165.0% |
| All | +216.1% | +706.8% | -490.7% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling