+82.7%
MRVL vs EL
+25.6%
+57.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +6.3% | -13.4% | -7.7% |
| 7D | -36.5% | +2.5% | -39.0% | -36.6% |
| 30D | -41.1% | +20.1% | -61.2% | -42.3% |
| 3M | -26.9% | +29.3% | -56.1% | -29.4% |
| 6M | -2.3% | +38.8% | -41.1% | -6.9% |
| YTD | +88.4% | +8.1% | +80.3% | +73.1% |
| 1Y | +82.7% | +22.3% | +60.4% | +60.0% |
| All | +82.7% | +25.6% | +57.1% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling