+321.2%
MRVL vs COST
+69.9%
+251.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.6% |
| 7D | +13.8% | -2.8% | +16.6% | +15.1% |
| 30D | +12.7% | -5.3% | +17.9% | +14.8% |
| 3M | -11.9% | -6.7% | -5.3% | -10.7% |
| 6M | +153.8% | -9.9% | +163.8% | +160.4% |
| YTD | +177.0% | +5.1% | +171.8% | +150.4% |
| 1Y | +252.3% | -7.3% | +259.6% | +252.5% |
| All | +321.2% | +69.9% | +251.3% | +143.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling