+962.9%
MRVL vs VCIT
+96.4%
+866.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.9% | +5.8% |
| 7D | -28.1% | +0.1% | -28.2% | -28.2% |
| 30D | -50.4% | +1.9% | -52.3% | -51.1% |
| 3M | -32.9% | -1.4% | -31.5% | -32.2% |
| 6M | -17.9% | -2.1% | -15.8% | -16.5% |
| YTD | +66.4% | -1.6% | +68.1% | +68.9% |
| 1Y | +51.5% | -0.9% | +52.5% | +53.2% |
| 3Y | +177.9% | +20.0% | +157.9% | +150.7% |
| 5Y | +100.0% | +3.1% | +96.9% | +81.3% |
| 10Y | +1,108.1% | +28.7% | +1,079.4% | +1,135.1% |
| All | +962.9% | +96.4% | +866.5% | +2,027.3% |
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