+194.5%
MRVL vs PCOR
-10.0%
+204.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | 0.0% | -16.4% | -16.4% |
| 7D | -38.8% | +23.7% | -62.5% | -44.8% |
| 30D | -53.5% | +39.0% | -92.5% | -60.1% |
| 3M | -36.7% | +35.8% | -72.4% | -46.0% |
| 6M | -20.8% | +38.2% | -59.1% | -34.9% |
| YTD | +57.4% | +3.9% | +53.5% | +43.8% |
| 1Y | +44.0% | +5.7% | +38.3% | +29.7% |
| 3Y | +162.2% | +44.8% | +117.4% | +93.6% |
| 5Y | +89.2% | -19.8% | +109.0% | +51.2% |
| All | +194.5% | -10.0% | +204.5% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling