+97.1%
MRVL vs COP
+113.3%
-16.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.6% |
| 7D | -28.1% | -11.5% | -16.6% | -25.6% |
| 30D | -50.4% | +5.0% | -55.3% | -51.0% |
| 3M | -32.9% | +17.5% | -50.4% | -36.1% |
| 6M | -17.9% | +16.2% | -34.2% | -22.1% |
| YTD | +66.4% | +48.8% | +17.7% | +42.3% |
| 1Y | +51.5% | +64.1% | -12.6% | +24.6% |
| 3Y | +177.9% | +25.7% | +152.2% | +145.1% |
| All | +97.1% | +113.3% | -16.3% | +49.2% |
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