+291.4%
MRVL vs ELV
+13.8%
+277.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.5% | +4.4% |
| 7D | +13.8% | -2.2% | +16.0% | +14.0% |
| 30D | +12.7% | -0.2% | +12.9% | +12.6% |
| 3M | -11.9% | -6.1% | -5.8% | -11.4% |
| 6M | +153.8% | +42.8% | +111.0% | +141.9% |
| YTD | +177.0% | +14.4% | +162.6% | +169.3% |
| 1Y | +252.3% | +28.6% | +223.7% | +237.8% |
| 3Y | +325.5% | -7.4% | +333.0% | +321.0% |
| All | +291.4% | +13.8% | +277.6% | +265.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling