+1,847.4%
MRVL vs GME
+271.8%
+1,575.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.9% | -3.5% |
| 7D | +8.7% | +6.0% | +2.6% | +8.4% |
| 30D | +6.9% | +8.3% | -1.4% | +6.5% |
| 3M | -10.1% | -9.1% | -1.1% | -9.8% |
| 6M | +143.4% | -16.3% | +159.8% | +145.3% |
| YTD | +167.5% | +1.5% | +165.9% | +166.9% |
| 1Y | +239.0% | -16.3% | +255.3% | +241.2% |
| 3Y | +311.0% | +15.1% | +295.8% | +285.3% |
| 5Y | +278.0% | -57.2% | +335.2% | +260.2% |
| All | +1,847.4% | +271.8% | +1,575.6% | +1,127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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