+323.1%
MRVL vs GNRC
+61.6%
+261.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +2.4% |
| 7D | +5.6% | -0.2% | +5.8% | +5.7% |
| 30D | +8.8% | -15.7% | +24.5% | +19.6% |
| 3M | -15.9% | -27.3% | +11.5% | +1.3% |
| 6M | +161.3% | -12.1% | +173.3% | +191.4% |
| YTD | +178.2% | +37.1% | +141.1% | +145.9% |
| 1Y | +255.3% | -0.5% | +255.8% | +262.4% |
| 3Y | +323.1% | +61.5% | +261.6% | +235.6% |
| All | +323.1% | +61.6% | +261.5% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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