+3,074.6%
MRVL vs ELV
+2,594.5%
+480.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.6% | -4.7% |
| 7D | +11.0% | +1.0% | +10.1% | +10.6% |
| 30D | -36.1% | +0.4% | -36.5% | -36.4% |
| 3M | -29.4% | +8.4% | -37.8% | -31.7% |
| 6M | -11.9% | +8.4% | -20.3% | -15.5% |
| YTD | +84.8% | +24.4% | +60.4% | +68.1% |
| 1Y | +79.4% | +33.5% | +45.9% | +59.5% |
| 3Y | +195.7% | -2.1% | +197.8% | +178.0% |
| 5Y | +117.2% | +5.8% | +111.4% | +96.0% |
| 10Y | +1,193.7% | +268.9% | +924.8% | +615.2% |
| All | +3,074.6% | +2,594.5% | +480.2% | +1,105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling