+1,224.2%
MRVL vs GS
+475.4%
+748.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.5% |
| 7D | -10.2% | +1.6% | -11.8% | -10.8% |
| 30D | -43.9% | +1.7% | -45.6% | -44.1% |
| 3M | -26.0% | -11.6% | -14.4% | -18.5% |
| 6M | -9.2% | -1.9% | -7.3% | -5.8% |
| YTD | +82.0% | +5.1% | +76.9% | +79.0% |
| 1Y | +65.9% | +16.4% | +49.5% | +51.3% |
| 3Y | +185.0% | +199.0% | -13.9% | +39.0% |
| 5Y | +121.5% | +157.4% | -36.0% | +19.1% |
| 10Y | +1,224.2% | +457.2% | +766.9% | +387.2% |
| All | +1,224.2% | +475.4% | +748.8% | +387.2% |
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