+211.3%
MRVL vs PCOR
-10.3%
+221.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | -28.1% | +22.7% | -50.8% | -34.9% |
| 30D | -50.4% | +37.5% | -87.9% | -57.3% |
| 3M | -32.9% | +35.2% | -68.1% | -42.7% |
| 6M | -17.9% | +42.2% | -60.2% | -33.4% |
| YTD | +66.4% | +3.6% | +62.9% | +52.2% |
| 1Y | +51.5% | -4.8% | +56.3% | +45.2% |
| 3Y | +177.9% | +48.3% | +129.5% | +102.5% |
| 5Y | +100.0% | -20.1% | +120.1% | +60.1% |
| All | +211.3% | -10.3% | +221.7% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling