+252.3%
MRVL vs ESTC
-6.1%
+258.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.3% | +4.2% |
| 7D | +13.8% | -3.3% | +17.2% | +13.6% |
| 30D | +12.7% | +13.4% | -0.8% | +12.4% |
| 3M | -11.9% | +41.3% | -53.3% | -12.6% |
| 6M | +153.8% | +62.6% | +91.3% | +153.8% |
| YTD | +177.0% | +14.8% | +162.2% | +187.0% |
| 1Y | +252.3% | -5.1% | +257.4% | +282.1% |
| All | +252.3% | -6.1% | +258.4% | +282.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling