+1,925.8%
MRVL vs MCO
+393.6%
+1,532.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +2.9% |
| 7D | +5.6% | -3.8% | +9.4% | +8.4% |
| 30D | +8.8% | -0.4% | +9.2% | +8.5% |
| 3M | -15.9% | +7.7% | -23.6% | -22.7% |
| 6M | +161.3% | +7.0% | +154.3% | +136.1% |
| YTD | +178.2% | -6.4% | +184.6% | +175.0% |
| 1Y | +255.3% | -7.6% | +263.0% | +251.1% |
| 3Y | +323.1% | +43.2% | +279.9% | +194.2% |
| 5Y | +293.2% | +29.6% | +263.6% | +195.6% |
| All | +1,925.8% | +393.6% | +1,532.2% | +582.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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