+1,756.0%
MRVL vs ELF
+357.0%
+1,399.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.1% | +4.9% | +6.5% |
| 7D | +3.2% | +5.4% | -2.2% | +1.8% |
| 30D | +5.9% | +27.0% | -21.0% | -0.3% |
| 3M | -29.3% | +113.2% | -142.5% | -41.8% |
| 6M | +186.5% | +36.6% | +149.9% | +160.8% |
| YTD | +163.4% | +44.2% | +119.2% | +133.8% |
| 1Y | +249.5% | -18.0% | +267.5% | +248.5% |
| 3Y | +289.4% | -19.9% | +309.3% | +262.4% |
| 5Y | +270.2% | +257.7% | +12.6% | +131.4% |
| All | +1,756.0% | +357.0% | +1,399.0% | +883.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling