+1,204.0%
MRVL vs GS
+502.4%
+701.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.7% | +4.8% | +6.0% |
| 7D | -9.8% | +0.8% | -10.6% | -9.9% |
| 30D | -43.8% | +1.2% | -45.1% | -43.9% |
| 3M | -29.3% | -12.4% | -16.9% | -21.7% |
| 6M | -9.1% | -2.3% | -6.8% | -5.3% |
| YTD | +82.2% | +4.6% | +77.6% | +79.8% |
| 1Y | +70.3% | +17.5% | +52.8% | +54.5% |
| 3Y | +197.0% | +202.0% | -5.0% | +44.4% |
| 5Y | +115.8% | +152.4% | -36.6% | +17.7% |
| 10Y | +1,204.0% | +478.5% | +725.5% | +398.4% |
| All | +1,204.0% | +502.4% | +701.7% | +398.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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