+115.8%
MRVL vs EL
-65.0%
+180.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.8% | +6.7% | +8.3% |
| 7D | -9.8% | +8.0% | -17.8% | -12.5% |
| 30D | -43.8% | +15.4% | -59.2% | -47.0% |
| 3M | -29.3% | +28.5% | -57.8% | -36.7% |
| 6M | -9.1% | +32.2% | -41.3% | -20.9% |
| YTD | +82.2% | +9.2% | +73.0% | +67.1% |
| 1Y | +70.3% | +30.8% | +39.5% | +43.1% |
| 3Y | +197.0% | +3.7% | +193.3% | +144.4% |
| 5Y | +115.8% | -64.8% | +180.6% | +328.9% |
| All | +115.8% | -65.0% | +180.8% | +328.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling