+1,064.4%
MRVL vs COO
+1,286.8%
-222.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.3% |
| 7D | -28.1% | +4.7% | -32.8% | -29.5% |
| 30D | -50.4% | +13.9% | -64.3% | -53.0% |
| 3M | -32.9% | -14.9% | -18.0% | -30.2% |
| 6M | -17.9% | +2.0% | -20.0% | -21.6% |
| YTD | +66.4% | -23.9% | +90.4% | +76.7% |
| 1Y | +51.5% | -9.6% | +61.2% | +50.5% |
| 3Y | +177.9% | -25.4% | +203.3% | +188.5% |
| 5Y | +100.0% | -41.2% | +141.2% | +128.1% |
| 10Y | +1,108.1% | +42.1% | +1,066.1% | +935.1% |
| All | +1,064.4% | +1,286.8% | -222.4% | +309.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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