+1,497.9%
META vs MRVL
+1,036.4%
+461.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -16.4% | +12.5% | +0.4% |
| 7D | -3.1% | -38.8% | +35.7% | +9.6% |
| 30D | -18.1% | -53.5% | +35.3% | -0.9% |
| 3M | +2.9% | -36.7% | +39.5% | +13.4% |
| 6M | +0.2% | -20.8% | +21.0% | -3.4% |
| YTD | -8.1% | +57.4% | -65.5% | -29.9% |
| 1Y | -4.5% | +44.0% | -48.5% | -25.7% |
| 3Y | +94.2% | +162.2% | -68.0% | +9.7% |
| 5Y | +79.1% | +89.2% | -10.1% | +6.7% |
| 10Y | +405.9% | +1,042.7% | -636.8% | +81.4% |
| All | +1,497.9% | +1,036.4% | +461.5% | +446.7% |
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