+1,173.1%
MRVL vs VFC
-48.6%
+1,221.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.2% | -7.9% | -5.7% |
| 7D | +11.0% | +1.6% | +9.4% | +10.4% |
| 30D | -36.1% | +25.5% | -61.6% | -41.2% |
| 3M | -29.4% | +41.3% | -70.7% | -38.0% |
| 6M | -11.9% | +22.2% | -34.1% | -19.8% |
| YTD | +84.8% | +16.4% | +68.4% | +68.9% |
| 1Y | +79.4% | +38.4% | +41.0% | +53.9% |
| 3Y | +195.7% | +56.2% | +139.5% | +110.6% |
| 5Y | +117.2% | -68.2% | +185.3% | +196.1% |
| All | +1,173.1% | -48.6% | +1,221.8% | +1,471.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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