+271.9%
MRVL vs ESTC
-46.4%
+318.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.5% | +11.5% | +8.5% |
| 7D | +3.2% | -8.1% | +11.3% | +5.8% |
| 30D | +5.9% | +31.7% | -25.7% | -5.8% |
| 3M | -29.3% | +41.1% | -70.4% | -38.9% |
| 6M | +186.5% | +77.1% | +109.4% | +123.6% |
| YTD | +163.4% | +21.7% | +141.7% | +133.0% |
| 1Y | +249.5% | +8.4% | +241.1% | +218.7% |
| 3Y | +289.4% | +23.6% | +265.7% | +195.6% |
| All | +271.9% | -46.4% | +318.3% | +234.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling