+767.1%
MRVL vs ESTC
+28.9%
+738.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.9% | +4.6% | +7.8% |
| 7D | -9.8% | -1.2% | -8.6% | -9.0% |
| 30D | -43.8% | -8.1% | -35.7% | -41.6% |
| 3M | -29.3% | +20.2% | -49.5% | -34.8% |
| 6M | -9.1% | +72.7% | -81.8% | -27.3% |
| YTD | +82.2% | +19.6% | +62.6% | +62.2% |
| 1Y | +70.3% | +0.3% | +70.1% | +61.1% |
| 3Y | +197.0% | +22.8% | +174.2% | +131.4% |
| 5Y | +115.8% | -50.9% | +166.6% | +117.9% |
| All | +767.1% | +28.9% | +738.2% | +445.6% |
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