+278.0%
MRVL vs EFV
+94.1%
+183.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.0% |
| 7D | +8.7% | -2.0% | +10.7% | +12.2% |
| 30D | +6.9% | -0.2% | +7.1% | +7.0% |
| 3M | -10.1% | +9.1% | -19.3% | -21.8% |
| 6M | +143.4% | +11.7% | +131.7% | +106.8% |
| YTD | +167.5% | +17.0% | +150.4% | +110.2% |
| 1Y | +239.0% | +26.7% | +212.2% | +134.9% |
| 3Y | +311.0% | +90.2% | +220.8% | +46.1% |
| 5Y | +278.0% | +96.1% | +181.9% | +31.9% |
| All | +278.0% | +94.1% | +183.9% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling