+846.8%
MRVL vs ESTC
+24.7%
+822.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.3% | +9.3% |
| 7D | +5.6% | -2.6% | +8.3% | +7.1% |
| 30D | -36.5% | -8.6% | -27.9% | -33.9% |
| 3M | -20.5% | +14.4% | -34.8% | -25.3% |
| 6M | -1.1% | +73.3% | -74.5% | -21.0% |
| YTD | +99.0% | +15.7% | +83.2% | +79.1% |
| 1Y | +89.3% | -7.6% | +96.9% | +84.5% |
| 3Y | +211.6% | +14.6% | +197.1% | +149.5% |
| 5Y | +134.0% | -50.0% | +184.1% | +134.7% |
| All | +846.8% | +24.7% | +822.1% | +502.5% |
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