+850.2%
MRVL vs SNAP
-79.3%
+929.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +6.3% |
| 7D | -28.1% | -7.1% | -21.0% | -26.8% |
| 30D | -50.4% | -14.6% | -35.8% | -48.4% |
| 3M | -32.9% | -5.0% | -27.9% | -32.5% |
| 6M | -17.9% | -18.8% | +0.9% | -14.7% |
| YTD | +66.4% | -38.5% | +105.0% | +82.1% |
| 1Y | +51.5% | -38.1% | +89.6% | +65.3% |
| 3Y | +177.9% | -53.8% | +231.7% | +201.6% |
| 5Y | +100.0% | -90.7% | +190.7% | +165.0% |
| All | +850.2% | -79.3% | +929.6% | +814.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling