+1,847.4%
MRVL vs VCLT
+17.0%
+1,830.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.3% | -2.5% |
| 7D | +8.7% | -1.3% | +10.0% | +9.8% |
| 30D | +6.9% | -1.1% | +8.0% | +7.9% |
| 3M | -10.1% | -3.7% | -6.4% | -7.2% |
| 6M | +143.4% | -4.0% | +147.5% | +152.8% |
| YTD | +167.5% | -3.4% | +170.9% | +176.2% |
| 1Y | +239.0% | -4.1% | +243.1% | +251.8% |
| 3Y | +311.0% | +11.0% | +300.0% | +284.0% |
| 5Y | +278.0% | -17.0% | +295.0% | +312.8% |
| All | +1,847.4% | +17.0% | +1,830.3% | +2,022.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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