+211.4%
MRVL vs GEV
+722.5%
-511.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | +3.2% | +3.3% | -0.1% | +0.9% |
| 30D | +5.9% | -7.5% | +13.4% | +11.8% |
| 3M | -29.3% | -2.2% | -27.2% | -27.0% |
| 6M | +186.5% | +12.1% | +174.4% | +170.7% |
| YTD | +163.4% | +44.4% | +119.1% | +110.0% |
| 1Y | +249.5% | +57.7% | +191.8% | +156.2% |
| All | +211.4% | +722.5% | -511.2% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling