+436.0%
META vs MRVL
+1,189.1%
-753.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.3% | -10.2% | +13.5% | +5.9% |
| 30D | -10.8% | -43.9% | +33.2% | +3.6% |
| 3M | +7.9% | -26.0% | +33.9% | +14.3% |
| 6M | +5.4% | -9.2% | +14.6% | -2.8% |
| YTD | -2.6% | +82.0% | -84.6% | -30.9% |
| 1Y | +1.9% | +65.9% | -64.0% | -26.0% |
| 3Y | +97.0% | +185.0% | -88.1% | +0.8% |
| 5Y | +97.6% | +121.5% | -23.8% | +4.3% |
| 10Y | +436.0% | +1,224.2% | -788.1% | +54.2% |
| All | +436.0% | +1,189.1% | -753.0% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRVL.
Daily Out/Under-Performance
Portfolio return minus MRVL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRVL 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 10y: compounded portfolio wealth divided by compounded MRVL 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…
10y analysis · Full analysis span regression · 6 months rolling