+1,173.1%
MRVL vs COP
+1,463.7%
-290.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.5% |
| 7D | -10.2% | -6.1% | -4.1% | -7.9% |
| 30D | -43.9% | +1.1% | -45.0% | -44.2% |
| 3M | -26.0% | +10.9% | -36.9% | -29.4% |
| 6M | -9.2% | +20.8% | -30.0% | -17.3% |
| YTD | +82.0% | +48.0% | +33.9% | +50.4% |
| 1Y | +65.9% | +58.5% | +7.4% | +32.9% |
| 3Y | +185.0% | +28.1% | +156.9% | +145.1% |
| 5Y | +121.5% | +120.5% | +1.0% | +46.0% |
| 10Y | +1,224.2% | +310.1% | +914.0% | +470.6% |
| All | +1,173.1% | +1,463.7% | -290.6% | +189.5% |
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 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