+285.6%
MRVL vs EL
-69.0%
+354.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.4% | +3.8% |
| 7D | +5.6% | -6.5% | +12.1% | +8.5% |
| 30D | +8.8% | +11.1% | -2.4% | +3.7% |
| 3M | -15.9% | +10.7% | -26.6% | -20.0% |
| 6M | +161.3% | +6.9% | +154.4% | +147.3% |
| YTD | +178.2% | -6.3% | +184.5% | +172.4% |
| 1Y | +255.3% | +13.5% | +241.8% | +214.4% |
| 3Y | +323.1% | -33.1% | +356.2% | +349.1% |
| All | +285.6% | -69.0% | +354.6% | +678.3% |
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 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