+1,293.1%
MRVL vs COR
+489.9%
+803.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.3% | +9.0% | +9.3% |
| 7D | +5.6% | -1.2% | +6.8% | +6.0% |
| 30D | -36.5% | +7.6% | -44.1% | -37.4% |
| 3M | -20.5% | +5.0% | -25.5% | -21.4% |
| 6M | -1.1% | +35.3% | -36.4% | -8.3% |
| YTD | +99.0% | +4.2% | +94.8% | +95.3% |
| 1Y | +89.3% | -3.4% | +92.7% | +89.2% |
| 3Y | +211.6% | +81.1% | +130.5% | +150.9% |
| 5Y | +134.0% | +195.8% | -61.8% | +56.3% |
| 10Y | +1,293.1% | +493.6% | +799.5% | +634.4% |
| All | +1,293.1% | +489.9% | +803.2% | +634.4% |
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