+1,925.8%
MRVL vs GM
+240.0%
+1,685.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.3% |
| 7D | +5.6% | -2.4% | +8.1% | +6.7% |
| 30D | +8.8% | -1.1% | +9.9% | +9.1% |
| 3M | -15.9% | +6.1% | -22.0% | -18.8% |
| 6M | +161.3% | +15.0% | +146.3% | +142.1% |
| YTD | +178.2% | +6.0% | +172.3% | +166.3% |
| 1Y | +255.3% | +47.1% | +208.2% | +186.3% |
| 3Y | +323.1% | +170.5% | +152.6% | +138.9% |
| 5Y | +293.2% | +80.5% | +212.7% | +166.2% |
| All | +1,925.8% | +240.0% | +1,685.8% | +923.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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