+1,164.0%
MRVL vs ESTC
+26.3%
+1,137.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +2.1% |
| 7D | +7.1% | -4.3% | +11.4% | +8.4% |
| 30D | +3.1% | +17.7% | -14.7% | -5.1% |
| 3M | -21.9% | +42.3% | -64.2% | -33.3% |
| 6M | +151.8% | +64.6% | +87.3% | +100.3% |
| YTD | +165.6% | +17.2% | +148.4% | +136.1% |
| 1Y | +242.3% | -4.2% | +246.5% | +224.2% |
| 3Y | +308.2% | +13.5% | +294.6% | +223.8% |
| 5Y | +280.4% | -45.5% | +325.9% | +265.2% |
| All | +1,164.0% | +26.3% | +1,137.7% | +694.0% |
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