+1,173.1%
MRVL vs VCLT
+21.5%
+1,151.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.4% |
| 7D | +11.0% | -2.3% | +13.3% | +13.1% |
| 30D | -36.1% | +0.8% | -36.8% | -36.6% |
| 3M | -29.4% | -2.7% | -26.8% | -28.0% |
| 6M | -11.9% | -4.3% | -7.6% | -8.5% |
| YTD | +84.8% | -4.3% | +89.1% | +92.0% |
| 1Y | +79.4% | -4.4% | +83.8% | +86.8% |
| 3Y | +195.7% | +13.8% | +182.0% | +171.2% |
| 5Y | +117.2% | -17.0% | +134.1% | +137.8% |
| All | +1,173.1% | +21.5% | +1,151.6% | +1,312.1% |
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