+321.2%
MRVL vs SNOW
+99.4%
+221.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | +13.8% | +8.4% | +5.4% | +10.5% |
| 30D | +12.7% | -1.0% | +13.6% | +12.2% |
| 3M | -11.9% | +38.3% | -50.2% | -20.9% |
| 6M | +153.8% | +81.3% | +72.5% | +99.6% |
| YTD | +177.0% | +51.1% | +125.8% | +133.9% |
| 1Y | +252.3% | +47.0% | +205.4% | +200.1% |
| All | +321.2% | +99.4% | +221.8% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling