+249.5%
MRVL vs TTWO
-10.0%
+259.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.8% | +7.0% |
| 7D | +3.2% | -8.8% | +12.0% | +3.2% |
| 30D | +5.9% | -8.6% | +14.5% | +5.7% |
| 3M | -29.3% | -0.9% | -28.4% | -30.1% |
| 6M | +186.5% | -0.5% | +187.0% | +178.4% |
| YTD | +163.4% | -16.1% | +179.6% | +169.8% |
| 1Y | +249.5% | -10.8% | +260.3% | +266.0% |
| All | +249.5% | -10.0% | +259.5% | +266.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling