+1,173.1%
MRVL vs V
+458.1%
+715.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -5.5% |
| 7D | +11.0% | +0.9% | +10.1% | +10.3% |
| 30D | -36.1% | +9.0% | -45.1% | -40.2% |
| 3M | -29.4% | +16.7% | -46.1% | -37.5% |
| 6M | -11.9% | +33.4% | -45.3% | -31.0% |
| YTD | +84.8% | +22.4% | +62.4% | +52.5% |
| 1Y | +79.4% | +27.7% | +51.7% | +42.7% |
| 3Y | +195.7% | +78.0% | +117.8% | +77.8% |
| 5Y | +117.2% | +108.5% | +8.7% | +17.4% |
| All | +1,173.1% | +458.1% | +715.1% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 10y: compounded portfolio wealth divided by compounded V 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…
10y analysis · Full analysis span regression · 6 months rolling