+1,173.1%
MRVL vs EL
+62.2%
+1,111.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.8% | -5.2% |
| 7D | +11.0% | +1.5% | +9.5% | +10.3% |
| 30D | -36.1% | +10.0% | -46.1% | -38.7% |
| 3M | -29.4% | +28.4% | -57.8% | -37.4% |
| 6M | -11.9% | +37.1% | -48.9% | -25.4% |
| YTD | +84.8% | +7.8% | +77.0% | +68.9% |
| 1Y | +79.4% | +26.0% | +53.4% | +51.7% |
| 3Y | +195.7% | +3.8% | +191.9% | +144.5% |
| 5Y | +117.2% | -65.2% | +182.4% | +245.2% |
| All | +1,173.1% | +62.2% | +1,111.0% | +951.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling