+1,173.1%
MRVL vs COR
+486.2%
+687.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.0% | -7.6% | -5.2% |
| 7D | +11.0% | +7.8% | +3.2% | +9.6% |
| 30D | -36.1% | +7.0% | -43.1% | -36.9% |
| 3M | -29.4% | +16.3% | -45.7% | -31.5% |
| 6M | -11.9% | +41.3% | -53.2% | -18.9% |
| YTD | +84.8% | +7.1% | +77.6% | +80.5% |
| 1Y | +79.4% | -0.8% | +80.2% | +78.4% |
| 3Y | +195.7% | +85.0% | +110.8% | +137.5% |
| 5Y | +117.2% | +203.9% | -86.7% | +44.4% |
| All | +1,173.1% | +486.2% | +687.0% | +562.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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