+1,077.1%
MRVL vs GS
+494.8%
+582.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.0% |
| 7D | -28.1% | -3.2% | -24.9% | -26.1% |
| 30D | -50.4% | -2.4% | -48.0% | -49.1% |
| 3M | -32.9% | -15.7% | -17.2% | -23.6% |
| 6M | -17.9% | -6.8% | -11.2% | -11.6% |
| YTD | +66.4% | -0.1% | +66.5% | +69.7% |
| 1Y | +51.5% | +12.1% | +39.4% | +42.2% |
| 3Y | +177.9% | +185.8% | -7.9% | +41.0% |
| 5Y | +100.0% | +140.1% | -40.1% | +13.3% |
| All | +1,077.1% | +494.8% | +582.3% | +364.1% |
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