+822.4%
MRVL vs ESTC
+27.2%
+795.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.3% |
| 7D | +23.1% | +5.8% | +17.4% | +20.8% |
| 30D | -38.8% | -5.6% | -33.2% | -37.0% |
| 3M | -24.2% | +15.4% | -39.7% | -29.1% |
| 6M | 0.0% | +77.8% | -77.8% | -20.9% |
| YTD | +93.8% | +18.1% | +75.8% | +73.3% |
| 1Y | +84.4% | -3.7% | +88.1% | +77.0% |
| 3Y | +203.6% | +16.9% | +186.7% | +141.3% |
| 5Y | +127.8% | -51.2% | +179.1% | +130.7% |
| All | +822.4% | +27.2% | +795.2% | +482.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling