+245.7%
MRVL vs PCOR
-7.6%
+253.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.2% | -4.9% |
| 7D | +11.0% | +3.0% | +8.0% | +9.8% |
| 30D | -36.1% | +38.7% | -74.8% | -45.1% |
| 3M | -29.4% | +24.9% | -54.3% | -37.4% |
| 6M | -11.9% | +68.8% | -80.6% | -33.8% |
| YTD | +84.8% | +6.7% | +78.1% | +67.1% |
| 1Y | +79.4% | +3.0% | +76.4% | +65.5% |
| 3Y | +195.7% | +48.6% | +147.1% | +116.9% |
| 5Y | +117.2% | -12.7% | +129.9% | +70.8% |
| All | +245.7% | -7.6% | +253.3% | +174.5% |
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