-17.9%
MRVL vs GS
-6.6%
-11.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.2% |
| 7D | -28.1% | -3.2% | -24.9% | -24.6% |
| 30D | -50.4% | -2.4% | -48.0% | -48.1% |
| 3M | -32.9% | -15.7% | -17.2% | -16.3% |
| 6M | -17.9% | -6.8% | -11.2% | -5.7% |
| All | -17.9% | -6.6% | -11.3% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling