+118.8%
MRVL vs EFV
+93.2%
+25.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.0% | -5.3% |
| 7D | +11.0% | +2.5% | +8.5% | +6.9% |
| 30D | -36.1% | +2.9% | -39.0% | -39.1% |
| 3M | -29.4% | -1.4% | -28.0% | -28.1% |
| 6M | -11.9% | +5.5% | -17.4% | -18.8% |
| YTD | +84.8% | +16.1% | +68.7% | +46.3% |
| 1Y | +79.4% | +20.3% | +59.1% | +34.5% |
| 3Y | +195.7% | +90.4% | +105.3% | +2.8% |
| All | +118.8% | +93.2% | +25.6% | -21.9% |
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