+1,117.0%
MRVL vs EFV
+258.8%
+858.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.2% | +7.2% |
| 7D | +3.2% | +1.5% | +1.7% | +1.7% |
| 30D | +5.9% | +1.7% | +4.2% | +4.2% |
| 3M | -29.3% | +8.6% | -38.0% | -34.3% |
| 6M | +186.5% | +11.7% | +174.8% | +160.8% |
| YTD | +163.4% | +19.3% | +144.2% | +125.3% |
| 1Y | +249.5% | +30.2% | +219.3% | +175.5% |
| 3Y | +289.4% | +91.6% | +197.8% | +117.0% |
| 5Y | +270.2% | +96.4% | +173.9% | +109.5% |
| 10Y | +1,748.8% | +166.5% | +1,582.3% | +712.0% |
| All | +1,117.0% | +258.8% | +858.2% | +272.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling