+1,001.3%
MRVL vs GS
+1,260.9%
-259.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -6.4% | -10.1% | -12.4% |
| 7D | -38.8% | -6.3% | -32.5% | -35.9% |
| 30D | -53.5% | -3.1% | -50.3% | -52.2% |
| 3M | -36.7% | -17.7% | -19.0% | -28.1% |
| 6M | -20.8% | -4.6% | -16.3% | -16.8% |
| YTD | +57.4% | +0.3% | +57.1% | +59.8% |
| 1Y | +44.0% | +11.7% | +32.3% | +36.5% |
| 3Y | +162.2% | +183.6% | -21.4% | +42.5% |
| 5Y | +89.2% | +141.0% | -51.8% | +15.5% |
| 10Y | +1,042.7% | +507.4% | +535.3% | +272.3% |
| All | +1,001.3% | +1,260.9% | -259.6% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling