+82.7%
MRVL vs COF
-4.4%
+87.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.1% | -5.9% | -6.8% |
| 7D | -36.5% | +0.7% | -37.2% | -36.6% |
| 30D | -41.1% | +5.7% | -46.8% | -41.9% |
| 3M | -26.9% | -6.7% | -20.2% | -25.8% |
| 6M | -2.3% | +9.5% | -11.8% | -6.8% |
| YTD | +88.4% | -13.9% | +102.2% | +95.4% |
| 1Y | +82.7% | -5.1% | +87.8% | +72.1% |
| All | +82.7% | -4.4% | +87.2% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling