+1,743.1%
MRVL vs COR
+6,534.6%
-4,791.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.9% | +8.9% | +7.5% |
| 7D | +3.2% | +2.8% | +0.4% | +2.5% |
| 30D | +5.9% | +4.5% | +1.4% | +4.6% |
| 3M | -29.3% | +22.7% | -52.0% | -33.3% |
| 6M | +186.5% | -9.7% | +196.2% | +189.3% |
| YTD | +163.4% | -1.4% | +164.9% | +159.9% |
| 1Y | +249.5% | +13.9% | +235.6% | +231.3% |
| 3Y | +289.4% | +94.0% | +195.4% | +213.3% |
| 5Y | +270.2% | +184.0% | +86.2% | +166.5% |
| 10Y | +1,748.8% | +406.8% | +1,342.1% | +996.2% |
| All | +1,743.1% | +6,534.6% | -4,791.5% | +848.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling