+1,173.1%
MRVL vs VCIT
+31.0%
+1,142.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.5% |
| 7D | +11.0% | -1.4% | +12.4% | +13.2% |
| 30D | -36.1% | +0.6% | -36.7% | -36.8% |
| 3M | -29.4% | -2.2% | -27.2% | -27.3% |
| 6M | -11.9% | -2.3% | -9.5% | -8.8% |
| YTD | +84.8% | -2.2% | +87.0% | +91.3% |
| 1Y | +79.4% | -1.4% | +80.8% | +83.9% |
| 3Y | +195.7% | +18.7% | +177.0% | +138.7% |
| 5Y | +117.2% | +3.6% | +113.6% | +96.3% |
| All | +1,173.1% | +31.0% | +1,142.1% | +1,251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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