+285.6%
MRVL vs ELAN
-30.9%
+316.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.7% | +3.6% |
| 7D | +5.6% | -5.4% | +11.0% | +7.6% |
| 30D | +8.8% | +4.7% | +4.1% | +6.9% |
| 3M | -15.9% | -3.7% | -12.2% | -15.7% |
| 6M | +161.3% | -1.2% | +162.4% | +157.9% |
| YTD | +178.2% | +2.4% | +175.9% | +170.8% |
| 1Y | +255.3% | +23.4% | +231.9% | +222.4% |
| 3Y | +323.1% | +96.7% | +226.4% | +187.8% |
| All | +285.6% | -30.9% | +316.5% | +375.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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