+323.1%
MRVL vs COPX
+149.4%
+173.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | +5.6% | -2.3% | +8.0% | +7.2% |
| 30D | +8.8% | +0.3% | +8.5% | +8.2% |
| 3M | -15.9% | +6.8% | -22.7% | -19.7% |
| 6M | +161.3% | +7.9% | +153.3% | +150.0% |
| YTD | +178.2% | +23.7% | +154.5% | +135.4% |
| 1Y | +255.3% | +71.5% | +183.8% | +140.6% |
| 3Y | +323.1% | +149.1% | +174.0% | +108.5% |
| All | +323.1% | +149.4% | +173.8% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling