+1,204.0%
MRVL vs VCIT
+30.2%
+1,173.8%
-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% | -1.1% | -28.2% | -28.2% |
| 6M | -9.1% | -1.7% | -7.4% | -6.7% |
| YTD | +82.2% | -1.1% | +83.4% | +86.1% |
| 1Y | +70.3% | -0.4% | +70.7% | +72.4% |
| 3Y | +197.0% | +20.5% | +176.5% | +135.7% |
| 5Y | +115.8% | +3.8% | +112.0% | +93.6% |
| 10Y | +1,204.0% | +31.2% | +1,172.8% | +1,233.6% |
| All | +1,204.0% | +30.2% | +1,173.8% | +1,233.6% |
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