+1,112.6%
MRVL vs COPX
+198.0%
+914.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -1.4% |
| 7D | +7.1% | +5.8% | +1.4% | +3.9% |
| 30D | +3.1% | +7.2% | -4.2% | -0.9% |
| 3M | -21.9% | +16.5% | -38.4% | -27.4% |
| 6M | +151.8% | +18.4% | +133.4% | +134.0% |
| YTD | +165.6% | +31.9% | +133.7% | +129.6% |
| 1Y | +242.3% | +88.5% | +153.8% | +147.6% |
| 3Y | +308.2% | +173.1% | +135.1% | +142.3% |
| 5Y | +280.4% | +193.1% | +87.3% | +118.2% |
| 10Y | +1,832.5% | +591.7% | +1,240.9% | +620.5% |
| All | +1,112.6% | +198.0% | +914.6% | +492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling