+118.8%
MRVL vs ELV
+5.9%
+112.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.6% | -4.7% |
| 7D | +11.0% | +1.0% | +10.1% | +11.0% |
| 30D | -36.1% | +0.4% | -36.5% | -36.1% |
| 3M | -29.4% | +8.4% | -37.8% | -30.0% |
| 6M | -11.9% | +8.4% | -20.3% | -12.7% |
| YTD | +84.8% | +24.4% | +60.4% | +78.3% |
| 1Y | +79.4% | +33.5% | +45.9% | +71.6% |
| 3Y | +195.7% | -2.1% | +197.8% | +193.4% |
| All | +118.8% | +5.9% | +112.9% | +101.3% |
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