+118.8%
MRVL vs ELF
+272.3%
-153.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.9% | -8.6% | -5.9% |
| 7D | +11.0% | +1.6% | +9.4% | +10.5% |
| 30D | -36.1% | +9.1% | -45.2% | -37.7% |
| 3M | -29.4% | +28.2% | -57.6% | -34.6% |
| 6M | -11.9% | +119.5% | -131.4% | -31.5% |
| YTD | +84.8% | +55.2% | +29.6% | +55.9% |
| 1Y | +79.4% | +58.6% | +20.8% | +50.3% |
| 3Y | +195.7% | +21.3% | +174.5% | +124.2% |
| All | +118.8% | +272.3% | -153.4% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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