+1,292.0%
MRVL vs EL
+528.2%
+763.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.0% | +10.3% | +9.7% |
| 7D | +5.6% | +0.3% | +5.4% | +5.9% |
| 30D | -36.5% | +12.3% | -48.8% | -39.6% |
| 3M | -20.5% | +28.4% | -48.9% | -29.1% |
| 6M | -1.1% | +36.7% | -37.9% | -15.6% |
| YTD | +99.0% | +8.4% | +90.6% | +82.4% |
| 1Y | +89.3% | +25.4% | +63.9% | +62.6% |
| 3Y | +211.6% | +3.4% | +208.2% | +166.4% |
| 5Y | +134.1% | -64.8% | +198.8% | +228.4% |
| 10Y | +1,293.1% | +63.0% | +1,230.1% | +912.2% |
| All | +1,292.0% | +528.2% | +763.8% | +276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling