+1,224.2%
MRVL vs V
+444.9%
+779.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -10.2% | +0.6% | -10.8% | -10.5% |
| 30D | -43.9% | +9.7% | -53.7% | -47.7% |
| 3M | -26.0% | +17.3% | -43.2% | -34.6% |
| 6M | -9.2% | +33.2% | -42.4% | -29.0% |
| YTD | +82.0% | +21.3% | +60.6% | +51.2% |
| 1Y | +65.9% | +27.3% | +38.5% | +32.2% |
| 3Y | +185.0% | +76.1% | +109.0% | +73.1% |
| 5Y | +121.5% | +103.5% | +18.0% | +22.1% |
| 10Y | +1,224.2% | +454.5% | +769.7% | +277.4% |
| All | +1,224.2% | +444.9% | +779.2% | +277.4% |
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