+278.0%
MRVL vs COPX
+167.3%
+110.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.0% | +3.6% | +1.7% |
| 7D | +8.7% | -2.9% | +11.6% | +10.8% |
| 30D | +6.9% | 0.0% | +6.9% | +6.5% |
| 3M | -10.1% | +14.8% | -24.9% | -18.2% |
| 6M | +143.4% | +7.0% | +136.4% | +134.4% |
| YTD | +167.5% | +23.8% | +143.6% | +125.8% |
| 1Y | +239.0% | +75.7% | +163.3% | +123.9% |
| 3Y | +311.0% | +156.4% | +154.6% | +98.2% |
| 5Y | +278.0% | +167.6% | +110.4% | +81.0% |
| All | +278.0% | +167.3% | +110.7% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling