+1,404.1%
MRVL vs SNAP
-77.2%
+1,481.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.0% | +11.1% | +8.0% |
| 7D | +3.2% | +0.7% | +2.5% | +2.8% |
| 30D | +5.9% | +2.6% | +3.3% | +4.7% |
| 3M | -29.3% | -9.9% | -19.5% | -28.1% |
| 6M | +186.5% | +1.9% | +184.6% | +180.2% |
| YTD | +163.4% | -32.2% | +195.7% | +181.7% |
| 1Y | +249.5% | -22.8% | +272.3% | +260.9% |
| 3Y | +289.4% | -47.6% | +337.0% | +309.4% |
| 5Y | +270.2% | -92.7% | +363.0% | +404.9% |
| All | +1,404.1% | -77.2% | +1,481.3% | +1,314.9% |
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