+272.2%
MRVL vs PCOR
-7.7%
+279.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.7% | +7.7% | +8.7% |
| 7D | +5.6% | +2.5% | +3.1% | +4.7% |
| 30D | -36.5% | +37.9% | -74.4% | -45.3% |
| 3M | -20.5% | +32.0% | -52.4% | -31.2% |
| 6M | -1.1% | +54.7% | -55.9% | -22.6% |
| YTD | +99.0% | +6.6% | +92.4% | +80.1% |
| 1Y | +89.3% | -1.7% | +91.0% | +79.1% |
| 3Y | +211.6% | +49.0% | +162.7% | +128.2% |
| 5Y | +134.1% | -12.5% | +146.6% | +84.1% |
| All | +272.2% | -7.7% | +279.9% | +195.8% |
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