+280.4%
MRVL vs ELF
+239.6%
+40.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +2.3% |
| 7D | +7.1% | -1.2% | +8.3% | +7.5% |
| 30D | +3.1% | +5.9% | -2.9% | +1.2% |
| 3M | -21.9% | +99.5% | -121.5% | -37.1% |
| 6M | +151.8% | +26.5% | +125.3% | +130.5% |
| YTD | +165.6% | +37.2% | +128.5% | +133.1% |
| 1Y | +242.3% | -24.4% | +266.7% | +251.3% |
| 3Y | +308.2% | -23.3% | +331.5% | +268.5% |
| 5Y | +280.4% | +245.2% | +35.2% | +26.2% |
| All | +280.4% | +239.6% | +40.8% | +26.2% |
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