+252.3%
MRVL vs EL
+12.1%
+240.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.1% | +4.7% |
| 7D | +13.8% | -2.4% | +16.2% | +14.2% |
| 30D | +12.7% | +13.7% | -1.0% | +10.4% |
| 3M | -11.9% | +14.5% | -26.4% | -13.5% |
| 6M | +153.8% | +7.4% | +146.4% | +146.9% |
| YTD | +177.0% | -4.7% | +181.7% | +167.2% |
| 1Y | +252.3% | +12.9% | +239.4% | +240.4% |
| All | +252.3% | +12.1% | +240.2% | +240.4% |
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