+1,174.9%
MRVL vs COR
+6,831.5%
-5,656.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.7% | +5.8% | +8.7% |
| 7D | -9.8% | +2.3% | -12.2% | -10.2% |
| 30D | -43.8% | +6.8% | -50.6% | -44.7% |
| 3M | -29.3% | +8.1% | -37.4% | -30.8% |
| 6M | -9.1% | +33.0% | -42.1% | -16.0% |
| YTD | +82.2% | +3.0% | +79.2% | +77.7% |
| 1Y | +70.3% | -3.4% | +73.7% | +68.5% |
| 3Y | +197.0% | +80.1% | +116.9% | +144.3% |
| 5Y | +115.8% | +194.7% | -79.0% | +54.0% |
| 10Y | +1,204.0% | +512.3% | +691.8% | +641.2% |
| All | +1,174.9% | +6,831.5% | -5,656.6% | +548.4% |
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 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