+280.4%
MRVL vs COP
+186.3%
+94.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.7% |
| 7D | +7.1% | -0.8% | +8.0% | +7.4% |
| 30D | +3.1% | +15.6% | -12.5% | -1.1% |
| 3M | -21.9% | +14.3% | -36.3% | -25.3% |
| 6M | +151.8% | +17.0% | +134.9% | +136.9% |
| YTD | +165.6% | +47.4% | +118.2% | +129.0% |
| 1Y | +242.3% | +52.4% | +189.9% | +190.6% |
| 3Y | +308.2% | +20.8% | +287.3% | +265.2% |
| 5Y | +280.4% | +191.7% | +88.7% | +186.3% |
| All | +280.4% | +186.3% | +94.1% | +186.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling