+304.8%
MRVL vs COR
+91.1%
+213.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.9% | +8.9% | +6.3% |
| 7D | +3.2% | +2.8% | +0.4% | +4.3% |
| 30D | +5.9% | +4.5% | +1.4% | +8.1% |
| 3M | -29.3% | +22.7% | -52.0% | -23.8% |
| 6M | +186.5% | -9.7% | +196.2% | +189.2% |
| YTD | +163.4% | -1.4% | +164.9% | +174.0% |
| 1Y | +249.5% | +13.9% | +235.6% | +285.3% |
| All | +304.8% | +91.1% | +213.7% | +474.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling