+323.1%
MRVL vs TTWO
+50.8%
+272.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.3% |
| 7D | +5.6% | +0.4% | +5.3% | +5.4% |
| 30D | +8.8% | -11.3% | +20.1% | +13.4% |
| 3M | -15.9% | +1.6% | -17.5% | -18.4% |
| 6M | +161.3% | +2.1% | +159.2% | +148.2% |
| YTD | +178.2% | -15.8% | +194.1% | +194.5% |
| 1Y | +255.3% | -12.6% | +267.9% | +265.4% |
| 3Y | +323.1% | +48.2% | +274.9% | +210.9% |
| All | +323.1% | +50.8% | +272.3% | +210.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling