+1,582.5%
MRVL vs VCLT
+103.4%
+1,479.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +7.0% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +5.9% | -0.9% | +6.8% | +6.4% |
| 3M | -29.3% | -3.2% | -26.1% | -28.3% |
| 6M | +186.5% | -3.8% | +190.3% | +191.7% |
| YTD | +163.4% | -2.0% | +165.5% | +166.4% |
| 1Y | +249.5% | -0.8% | +250.3% | +251.7% |
| 3Y | +289.4% | +12.3% | +277.1% | +276.8% |
| 5Y | +270.2% | -15.4% | +285.7% | +266.8% |
| 10Y | +1,748.8% | +15.7% | +1,733.1% | +1,874.7% |
| All | +1,582.5% | +103.4% | +1,479.1% | +2,672.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling