+1,925.8%
MRVL vs ELV
+278.6%
+1,647.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.8% |
| 7D | +5.6% | +2.8% | +2.9% | +4.9% |
| 30D | +8.8% | +4.9% | +3.9% | +7.3% |
| 3M | -15.9% | +4.9% | -20.8% | -17.3% |
| 6M | +161.3% | +45.1% | +116.2% | +134.9% |
| YTD | +178.2% | +20.7% | +157.6% | +160.4% |
| 1Y | +255.3% | +35.0% | +220.3% | +221.5% |
| 3Y | +323.1% | -2.4% | +325.5% | +305.3% |
| 5Y | +293.2% | +25.5% | +267.7% | +238.2% |
| All | +1,925.8% | +278.6% | +1,647.2% | +1,175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling