+280.4%
MRVL vs SNAP
-92.9%
+373.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | +7.1% | +1.5% | +5.6% | +6.5% |
| 30D | +3.1% | +1.9% | +1.2% | +1.9% |
| 3M | -21.9% | -3.9% | -18.0% | -21.9% |
| 6M | +151.8% | +5.2% | +146.6% | +143.5% |
| YTD | +165.6% | -32.7% | +198.4% | +187.2% |
| 1Y | +242.3% | -24.8% | +267.1% | +257.1% |
| 3Y | +308.2% | -42.2% | +350.3% | +316.8% |
| 5Y | +280.4% | -92.7% | +373.1% | +435.2% |
| All | +280.4% | -92.9% | +373.3% | +435.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling