+270.7%
MRVL vs MCO
+26.6%
+244.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.3% |
| 7D | +8.7% | -7.3% | +16.0% | +14.7% |
| 30D | +6.9% | -1.7% | +8.6% | +7.6% |
| 3M | -10.1% | +3.9% | -14.0% | -16.0% |
| 6M | +143.4% | +3.8% | +139.6% | +122.4% |
| YTD | +167.5% | -7.9% | +175.4% | +168.3% |
| 1Y | +239.0% | -6.8% | +245.8% | +230.7% |
| 3Y | +311.0% | +40.9% | +270.0% | +154.1% |
| All | +270.7% | +26.6% | +244.1% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling