+1,925.8%
MRVL vs EFV
+169.9%
+1,755.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +2.7% |
| 7D | +5.6% | -0.8% | +6.4% | +6.7% |
| 30D | +8.8% | +0.6% | +8.1% | +7.8% |
| 3M | -15.9% | +7.5% | -23.4% | -23.2% |
| 6M | +161.3% | +13.0% | +148.2% | +127.1% |
| YTD | +178.2% | +18.3% | +159.9% | +128.3% |
| 1Y | +255.3% | +26.7% | +228.6% | +168.3% |
| 3Y | +323.1% | +89.6% | +233.5% | +97.7% |
| 5Y | +293.2% | +98.2% | +195.0% | +80.0% |
| All | +1,925.8% | +169.9% | +1,755.9% | +673.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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