+1,847.4%
MRVL vs COST
+609.8%
+1,237.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +8.7% | -2.5% | +11.2% | +10.5% |
| 30D | +6.9% | -4.4% | +11.3% | +9.7% |
| 3M | -10.1% | -8.1% | -2.0% | -6.9% |
| 6M | +143.4% | -9.2% | +152.7% | +151.7% |
| YTD | +167.5% | +5.1% | +162.4% | +144.5% |
| 1Y | +239.0% | -5.1% | +244.0% | +234.2% |
| 3Y | +311.0% | +70.4% | +240.6% | +149.8% |
| 5Y | +278.0% | +104.7% | +173.3% | +105.4% |
| All | +1,847.4% | +609.8% | +1,237.6% | +523.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 10y: compounded portfolio wealth divided by compounded COST 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…
10y analysis · Full analysis span regression · 6 months rolling