+321.2%
MRVL vs GME
+11.4%
+309.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.3% | -1.0% | +4.0% |
| 7D | +13.8% | +4.8% | +9.0% | +13.5% |
| 30D | +12.7% | +5.9% | +6.8% | +12.3% |
| 3M | -11.9% | -10.7% | -1.2% | -11.4% |
| 6M | +153.8% | -19.8% | +173.6% | +156.6% |
| YTD | +177.0% | -0.9% | +177.9% | +176.9% |
| 1Y | +252.3% | -15.7% | +268.0% | +254.8% |
| All | +321.2% | +11.4% | +309.7% | +291.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling