+195.7%
MRVL vs SNAP
-53.6%
+249.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.4% | -4.9% |
| 7D | +11.0% | +6.0% | +5.0% | +9.3% |
| 30D | -36.1% | -13.8% | -22.3% | -33.1% |
| 3M | -29.4% | -0.8% | -28.7% | -29.6% |
| 6M | -11.9% | -6.2% | -5.6% | -11.0% |
| YTD | +84.8% | -34.8% | +119.6% | +102.5% |
| 1Y | +79.4% | -38.7% | +118.1% | +99.9% |
| 3Y | +195.7% | -53.5% | +249.2% | +166.3% |
| All | +195.7% | -53.6% | +249.3% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling