+249.5%
MRVL vs COPX
+84.7%
+164.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.7% | +7.6% |
| 7D | +3.2% | -4.0% | +7.2% | +6.4% |
| 30D | +5.9% | +4.5% | +1.4% | +2.0% |
| 3M | -29.3% | +0.8% | -30.2% | -29.9% |
| 6M | +186.5% | +3.2% | +183.3% | +176.9% |
| YTD | +163.4% | +26.7% | +136.7% | +109.4% |
| 1Y | +249.5% | +85.7% | +163.8% | +157.0% |
| All | +249.5% | +84.7% | +164.8% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling