+1,743.1%
MRVL vs EL
+480.8%
+1,262.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.0% | +4.1% | +5.8% |
| 7D | +3.2% | +0.8% | +2.4% | +2.9% |
| 30D | +5.9% | +19.8% | -13.9% | -2.2% |
| 3M | -29.3% | +25.7% | -55.0% | -36.4% |
| 6M | +186.5% | +5.4% | +181.0% | +172.0% |
| YTD | +163.4% | +0.2% | +163.2% | +150.8% |
| 1Y | +249.5% | +20.4% | +229.1% | +204.1% |
| 3Y | +289.4% | -32.1% | +321.5% | +299.4% |
| 5Y | +270.2% | -67.2% | +337.4% | +436.8% |
| 10Y | +1,748.8% | +31.7% | +1,717.1% | +1,371.1% |
| All | +1,743.1% | +480.8% | +1,262.2% | +417.3% |
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 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