+1,064.4%
MRVL vs COP
+1,471.6%
-407.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.5% |
| 7D | -28.1% | -11.5% | -16.6% | -24.3% |
| 30D | -50.4% | +5.0% | -55.3% | -51.4% |
| 3M | -32.9% | +17.5% | -50.4% | -37.5% |
| 6M | -17.9% | +16.2% | -34.2% | -24.0% |
| YTD | +66.4% | +48.8% | +17.7% | +37.3% |
| 1Y | +51.5% | +64.1% | -12.6% | +19.8% |
| 3Y | +177.9% | +25.7% | +152.2% | +141.0% |
| 5Y | +100.0% | +114.4% | -14.3% | +33.5% |
| 10Y | +1,108.1% | +331.7% | +776.5% | +408.5% |
| All | +1,064.4% | +1,471.6% | -407.2% | +164.4% |
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