+692.0%
MRVL vs ESTC
+23.0%
+669.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.0% |
| 7D | -28.1% | -11.5% | -16.6% | -24.6% |
| 30D | -50.4% | -7.5% | -42.8% | -48.6% |
| 3M | -32.9% | +23.1% | -56.0% | -38.7% |
| 6M | -17.9% | +75.3% | -93.2% | -34.9% |
| YTD | +66.4% | +14.1% | +52.3% | +50.5% |
| 1Y | +51.5% | -0.6% | +52.1% | +43.3% |
| 3Y | +177.9% | +20.8% | +157.1% | +116.6% |
| 5Y | +100.0% | -48.8% | +148.8% | +98.2% |
| All | +692.0% | +23.0% | +669.0% | +406.1% |
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 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