+248.5%
MRVL vs GTLB
-47.1%
+295.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.1% | +6.0% | +6.8% |
| 7D | +3.2% | +11.1% | -7.9% | 0.0% |
| 30D | +5.9% | +37.8% | -31.9% | -4.0% |
| 3M | -29.3% | +61.6% | -90.9% | -39.3% |
| 6M | +186.5% | +98.9% | +87.6% | +125.1% |
| YTD | +163.4% | +32.8% | +130.7% | +132.3% |
| 1Y | +249.5% | +14.7% | +234.8% | +216.7% |
| 3Y | +289.4% | +1.3% | +288.0% | +248.6% |
| All | +248.5% | -47.1% | +295.6% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling