+321.5%
MRVL vs SNOW
+18.8%
+302.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.1% | -3.8% |
| 7D | +11.0% | +5.5% | +5.5% | +9.2% |
| 30D | -36.1% | -13.2% | -22.9% | -32.2% |
| 3M | -29.4% | -13.7% | -15.7% | -25.7% |
| 6M | -11.9% | +91.0% | -102.8% | -32.1% |
| YTD | +84.8% | +32.7% | +52.1% | +58.4% |
| 1Y | +79.4% | +13.3% | +66.2% | +63.1% |
| 3Y | +195.7% | +83.4% | +112.4% | +114.1% |
| 5Y | +117.2% | -24.7% | +141.9% | +82.2% |
| All | +321.5% | +18.8% | +302.8% | +207.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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