+1,224.2%
MRVL vs VCIT
+30.3%
+1,193.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.8% |
| 7D | -10.2% | +0.1% | -10.3% | -10.5% |
| 30D | -43.9% | +1.1% | -45.0% | -44.9% |
| 3M | -26.0% | -1.4% | -24.6% | -24.6% |
| 6M | -9.2% | -2.3% | -6.9% | -6.0% |
| YTD | +82.0% | -1.8% | +83.8% | +87.5% |
| 1Y | +65.9% | -1.0% | +66.9% | +69.3% |
| 3Y | +185.0% | +19.3% | +165.8% | +129.2% |
| 5Y | +121.5% | +3.8% | +117.7% | +99.4% |
| 10Y | +1,224.2% | +30.6% | +1,193.6% | +1,277.3% |
| All | +1,224.2% | +30.3% | +1,193.9% | +1,277.3% |
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