+1,006.7%
MRVL vs SNAP
-78.3%
+1,084.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.3% | -2.0% |
| 7D | +23.1% | +2.6% | +20.6% | +22.5% |
| 30D | -38.8% | -19.6% | -19.2% | -35.4% |
| 3M | -24.2% | +0.4% | -24.6% | -24.6% |
| 6M | 0.0% | -5.9% | +6.0% | +0.6% |
| YTD | +93.8% | -35.3% | +129.2% | +109.8% |
| 1Y | +84.4% | -42.6% | +127.0% | +105.0% |
| 3Y | +203.6% | -53.9% | +257.5% | +229.8% |
| 5Y | +127.8% | -90.3% | +218.1% | +199.1% |
| All | +1,006.7% | -78.3% | +1,084.9% | +953.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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