+185.0%
MRVL vs VCIT
+19.2%
+165.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +1.0% |
| 7D | -10.2% | +0.1% | -10.3% | -10.6% |
| 30D | -43.9% | +1.1% | -45.0% | -45.2% |
| 3M | -26.0% | -1.4% | -24.6% | -24.1% |
| 6M | -9.2% | -2.3% | -6.9% | -5.1% |
| YTD | +82.0% | -1.8% | +83.8% | +88.9% |
| 1Y | +65.9% | -1.0% | +66.9% | +70.8% |
| 3Y | +185.0% | +19.3% | +165.8% | +141.0% |
| All | +185.0% | +19.2% | +165.8% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling