+1,758.4%
MRVL vs MCO
+5,496.4%
-3,738.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +2.1% |
| 7D | +7.1% | -2.7% | +9.9% | +8.5% |
| 30D | +3.1% | +0.9% | +2.1% | +2.3% |
| 3M | -21.9% | +8.7% | -30.6% | -26.7% |
| 6M | +151.8% | +2.4% | +149.4% | +140.8% |
| YTD | +165.6% | -5.2% | +170.8% | +162.1% |
| 1Y | +242.3% | -4.4% | +246.6% | +233.9% |
| 3Y | +308.2% | +45.1% | +263.0% | +224.8% |
| 5Y | +280.4% | +31.5% | +248.9% | +224.9% |
| 10Y | +1,832.5% | +380.7% | +1,451.8% | +817.5% |
| All | +1,758.4% | +5,496.4% | -3,738.0% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling