+195.7%
MRVL vs ESTC
+14.8%
+181.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.5% |
| 7D | +11.0% | +2.4% | +8.6% | +10.5% |
| 30D | -36.1% | -4.2% | -31.8% | -35.1% |
| 3M | -29.4% | +2.5% | -31.9% | -29.8% |
| 6M | -11.9% | +81.5% | -93.4% | -22.0% |
| YTD | +84.8% | +16.8% | +67.9% | +78.2% |
| 1Y | +79.4% | -3.5% | +82.9% | +80.6% |
| 3Y | +195.7% | +17.7% | +178.0% | +214.2% |
| All | +195.7% | +14.8% | +181.0% | +214.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling