+195.7%
MRVL vs COST
+100.1%
+95.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -5.0% |
| 7D | +11.0% | +5.0% | +6.0% | +9.8% |
| 30D | -36.1% | +12.8% | -48.9% | -38.3% |
| 3M | -29.4% | +15.2% | -44.6% | -32.7% |
| 6M | -11.9% | +7.4% | -19.3% | -13.4% |
| YTD | +84.8% | +29.0% | +55.7% | +55.8% |
| 1Y | +79.4% | +20.3% | +59.1% | +60.3% |
| 3Y | +195.7% | +99.0% | +96.8% | +57.7% |
| All | +195.7% | +100.1% | +95.6% | +57.7% |
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