+195.7%
MRVL vs ELV
-1.5%
+197.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.6% | -4.7% |
| 7D | +11.0% | +1.0% | +10.1% | +11.1% |
| 30D | -36.1% | +0.4% | -36.5% | -36.0% |
| 3M | -29.4% | +8.4% | -37.8% | -28.9% |
| 6M | -11.9% | +8.4% | -20.3% | -10.9% |
| YTD | +84.8% | +24.4% | +60.4% | +85.1% |
| 1Y | +79.4% | +33.5% | +45.9% | +80.7% |
| 3Y | +195.7% | -2.1% | +197.8% | +231.6% |
| All | +195.7% | -1.5% | +197.2% | +231.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling