+1,511.3%
META vs MRVL
+1,101.5%
+409.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.7% |
| 7D | -0.8% | -28.1% | +27.3% | +7.6% |
| 30D | -15.4% | -50.4% | +35.0% | +0.6% |
| 3M | +3.5% | -32.9% | +36.4% | +12.3% |
| 6M | -0.3% | -17.9% | +17.7% | -4.7% |
| YTD | -7.3% | +66.4% | -73.8% | -30.4% |
| 1Y | -1.1% | +51.5% | -52.6% | -24.1% |
| 3Y | +95.1% | +177.9% | -82.8% | +8.4% |
| 5Y | +80.6% | +100.0% | -19.5% | +6.0% |
| 10Y | +410.1% | +1,108.1% | -698.0% | +80.1% |
| All | +1,511.3% | +1,101.5% | +409.8% | +442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling