+280.4%
MRVL vs COR
+180.8%
+99.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +0.6% |
| 7D | +7.1% | -1.9% | +9.0% | +6.9% |
| 30D | +3.1% | +1.5% | +1.5% | +3.3% |
| 3M | -21.9% | +18.7% | -40.6% | -21.0% |
| 6M | +151.8% | -9.0% | +160.9% | +156.9% |
| YTD | +165.6% | -3.3% | +168.9% | +170.9% |
| 1Y | +242.3% | +9.8% | +232.4% | +247.3% |
| 3Y | +308.2% | +87.4% | +220.8% | +258.2% |
| 5Y | +280.4% | +180.5% | +99.9% | +175.0% |
| All | +280.4% | +180.8% | +99.6% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling