+1,204.0%
MRVL vs VCIT
+29.7%
+1,174.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.1% | +9.4% | +9.4% |
| 7D | -9.8% | +0.7% | -10.5% | -10.8% |
| 30D | -43.8% | +1.8% | -45.6% | -45.4% |
| 3M | -29.3% | -1.6% | -27.7% | -27.8% |
| 6M | -9.1% | -2.1% | -7.0% | -6.2% |
| YTD | +82.2% | -1.6% | +83.8% | +87.2% |
| 1Y | +70.3% | -0.8% | +71.1% | +73.4% |
| 3Y | +197.0% | +19.9% | +177.1% | +137.1% |
| 5Y | +115.8% | +3.3% | +112.5% | +94.8% |
| 10Y | +1,204.0% | +30.6% | +1,173.4% | +1,241.7% |
| All | +1,204.0% | +29.7% | +1,174.4% | +1,241.7% |
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