+96.8%
META vs MRVL
+192.7%
-95.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.7% | +7.6% | +3.6% |
| 7D | +5.2% | +11.0% | -5.9% | +3.3% |
| 30D | -13.0% | -36.1% | +23.1% | -7.5% |
| 3M | +7.9% | -29.4% | +37.4% | +12.4% |
| 6M | +4.2% | -11.9% | +16.1% | +0.1% |
| YTD | -2.5% | +84.8% | -87.3% | -22.0% |
| 1Y | +5.6% | +79.4% | -73.8% | -15.3% |
| 3Y | +96.8% | +195.7% | -99.0% | +25.8% |
| All | +96.8% | +192.7% | -95.9% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling