+81.9%
META vs MRVL
+99.2%
-17.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.6% |
| 7D | -0.8% | -28.1% | +27.3% | +7.2% |
| 30D | -15.4% | -50.4% | +35.0% | -0.2% |
| 3M | +3.5% | -32.9% | +36.4% | +11.9% |
| 6M | -0.3% | -17.9% | +17.7% | -5.4% |
| YTD | -7.3% | +66.4% | -73.8% | -31.8% |
| 1Y | -1.1% | +51.5% | -52.6% | -25.5% |
| 3Y | +95.1% | +177.9% | -82.8% | -1.9% |
| All | +81.9% | +99.2% | -17.3% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling