+306.7%
MRVL vs ELV
-3.1%
+309.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.9% | -8.4% | -3.1% |
| 7D | +8.7% | +0.4% | +8.3% | +8.8% |
| 30D | +6.9% | +6.7% | +0.2% | +7.3% |
| 3M | -10.1% | +3.0% | -13.1% | -9.7% |
| 6M | +143.4% | +48.0% | +95.5% | +144.8% |
| YTD | +167.5% | +20.0% | +147.4% | +166.4% |
| 1Y | +239.0% | +37.9% | +201.1% | +241.7% |
| All | +306.7% | -3.1% | +309.8% | +318.2% |
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 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