+1,743.1%
MRVL vs COP
+1,448.4%
+294.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.1% | +8.1% | +7.5% |
| 7D | +3.2% | +3.0% | +0.2% | +1.9% |
| 30D | +5.9% | +17.5% | -11.5% | -0.8% |
| 3M | -29.3% | +13.4% | -42.7% | -33.6% |
| 6M | +186.5% | +17.7% | +168.8% | +162.4% |
| YTD | +163.4% | +46.6% | +116.9% | +119.6% |
| 1Y | +249.5% | +44.6% | +204.9% | +191.8% |
| 3Y | +289.4% | +20.7% | +268.7% | +243.3% |
| 5Y | +270.2% | +185.0% | +85.2% | +119.4% |
| 10Y | +1,748.8% | +347.0% | +1,401.8% | +662.5% |
| All | +1,743.1% | +1,448.4% | +294.7% | +322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling