+1,153.6%
MRVL vs ESTC
+31.2%
+1,122.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -4.5% | +11.5% | +8.6% |
| 7D | +3.2% | -8.1% | +11.3% | +5.9% |
| 30D | +5.9% | +31.7% | -25.7% | -6.1% |
| 3M | -29.3% | +41.1% | -70.4% | -39.2% |
| 6M | +186.5% | +77.1% | +109.4% | +122.2% |
| YTD | +163.4% | +21.7% | +141.7% | +131.3% |
| 1Y | +249.5% | +8.4% | +241.1% | +216.1% |
| 3Y | +289.4% | +23.6% | +265.7% | +198.4% |
| 5Y | +270.2% | -46.5% | +316.7% | +258.2% |
| All | +1,153.6% | +31.2% | +1,122.4% | +677.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling