+321.2%
MRVL vs VCLT
+12.6%
+308.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.5% |
| 7D | +13.8% | 0.0% | +13.8% | +13.8% |
| 30D | +12.7% | +0.1% | +12.6% | +12.6% |
| 3M | -11.9% | -2.9% | -9.0% | -9.0% |
| 6M | +153.8% | -4.0% | +157.8% | +165.6% |
| YTD | +177.0% | -2.2% | +179.2% | +185.2% |
| 1Y | +252.3% | -2.6% | +254.9% | +263.5% |
| All | +321.2% | +12.6% | +308.5% | +288.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling