+308.2%
MRVL vs EL
-30.9%
+339.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | +7.1% | +1.7% | +5.4% | +6.7% |
| 30D | +3.1% | +15.5% | -12.4% | -0.7% |
| 3M | -21.9% | +20.6% | -42.5% | -25.6% |
| 6M | +151.8% | +10.5% | +141.4% | +142.3% |
| YTD | +165.6% | -1.9% | +167.5% | +159.9% |
| 1Y | +242.3% | +16.1% | +226.2% | +218.0% |
| 3Y | +308.2% | -30.2% | +338.4% | +297.3% |
| All | +308.2% | -30.9% | +339.1% | +297.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling