+4,426.3%
MRVL vs ELV
+2,444.2%
+1,982.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.8% | +8.8% | +7.6% |
| 7D | +3.2% | +3.3% | -0.1% | +2.1% |
| 30D | +5.9% | +4.2% | +1.8% | +4.4% |
| 3M | -29.3% | -0.1% | -29.3% | -29.9% |
| 6M | +186.5% | +41.3% | +145.2% | +154.4% |
| YTD | +163.4% | +17.4% | +146.0% | +145.6% |
| 1Y | +249.5% | +35.1% | +214.4% | +210.1% |
| 3Y | +289.4% | -3.2% | +292.6% | +268.8% |
| 5Y | +270.2% | +15.6% | +254.6% | +224.3% |
| 10Y | +1,748.8% | +276.8% | +1,472.1% | +916.8% |
| All | +4,426.3% | +2,444.2% | +1,982.0% | +1,660.7% |
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