+266.3%
MRVL vs GTLB
-50.8%
+317.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.7% |
| 7D | +13.8% | -6.6% | +20.4% | +15.9% |
| 30D | +12.7% | +13.7% | -1.1% | +7.9% |
| 3M | -11.9% | +52.9% | -64.8% | -23.2% |
| 6M | +153.8% | +88.5% | +65.4% | +102.4% |
| YTD | +177.0% | +23.4% | +153.5% | +149.0% |
| 1Y | +252.3% | -3.8% | +256.2% | +237.0% |
| 3Y | +325.5% | -11.5% | +337.0% | +296.2% |
| All | +266.3% | -50.8% | +317.2% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling