+905.3%
MRVL vs VCIT
+96.6%
+808.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.2% | -16.7% | -16.6% |
| 7D | -38.8% | +0.5% | -39.3% | -39.0% |
| 30D | -53.5% | +2.1% | -55.5% | -54.2% |
| 3M | -36.7% | -1.6% | -35.1% | -36.0% |
| 6M | -20.8% | -1.6% | -19.2% | -19.7% |
| YTD | +57.4% | -1.5% | +58.9% | +59.6% |
| 1Y | +44.0% | -0.4% | +44.4% | +45.1% |
| 3Y | +162.2% | +19.6% | +142.6% | +137.0% |
| 5Y | +89.2% | +3.3% | +85.9% | +71.3% |
| 10Y | +1,042.7% | +28.9% | +1,013.8% | +1,067.2% |
| All | +905.3% | +96.6% | +808.7% | +1,910.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling