+197.0%
MRVL vs COR
+80.2%
+116.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.7% | +5.8% | +10.8% |
| 7D | -9.8% | +2.3% | -12.2% | -9.1% |
| 30D | -43.8% | +6.8% | -50.6% | -42.2% |
| 3M | -29.3% | +8.1% | -37.4% | -26.6% |
| 6M | -9.1% | +33.0% | -42.1% | +0.9% |
| YTD | +82.2% | +3.0% | +79.2% | +93.6% |
| 1Y | +70.3% | -3.4% | +73.7% | +76.9% |
| 3Y | +197.0% | +80.1% | +116.9% | +347.5% |
| All | +197.0% | +80.2% | +116.8% | +347.5% |
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