+1,173.1%
MRVL vs COP
+342.2%
+830.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.6% | -6.3% | -5.1% |
| 7D | +11.0% | +4.4% | +6.6% | +9.5% |
| 30D | -36.1% | 0.0% | -36.0% | -36.1% |
| 3M | -29.4% | +15.0% | -44.5% | -32.7% |
| 6M | -11.9% | +22.0% | -33.9% | -18.1% |
| YTD | +84.8% | +55.3% | +29.4% | +56.4% |
| 1Y | +79.4% | +64.1% | +15.3% | +48.9% |
| 3Y | +195.7% | +34.1% | +161.7% | +158.6% |
| 5Y | +117.2% | +133.4% | -16.2% | +55.0% |
| All | +1,173.1% | +342.2% | +830.9% | +608.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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