+1,173.1%
MRVL vs GS
+452.1%
+721.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.9% |
| 7D | +11.0% | +5.9% | +5.2% | +6.6% |
| 30D | -36.1% | +4.3% | -40.4% | -37.6% |
| 3M | -29.4% | -11.7% | -17.8% | -22.2% |
| 6M | -11.9% | -3.2% | -8.7% | -7.6% |
| YTD | +84.8% | +5.8% | +79.0% | +80.9% |
| 1Y | +79.4% | +16.0% | +63.4% | +64.5% |
| 3Y | +195.7% | +199.8% | -4.0% | +44.1% |
| 5Y | +117.2% | +155.5% | -38.3% | +17.2% |
| All | +1,173.1% | +452.1% | +721.0% | +359.7% |
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