+177.9%
MRVL vs PCOR
+43.8%
+134.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | -28.1% | +22.7% | -50.8% | -32.6% |
| 30D | -50.4% | +37.5% | -87.9% | -55.1% |
| 3M | -32.9% | +35.2% | -68.1% | -39.6% |
| 6M | -17.9% | +42.2% | -60.2% | -28.2% |
| YTD | +66.4% | +3.6% | +62.9% | +66.1% |
| 1Y | +51.5% | -4.8% | +56.3% | +59.2% |
| 3Y | +177.9% | +48.3% | +129.5% | +121.6% |
| All | +177.9% | +43.8% | +134.1% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling