+1,174.2%
MRVL vs VFC
-47.2%
+1,221.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | -10.2% | +3.5% | -13.7% | -11.1% |
| 30D | -43.9% | +38.3% | -82.2% | -50.1% |
| 3M | -26.0% | +40.2% | -66.1% | -34.7% |
| 6M | -9.2% | +10.6% | -19.8% | -14.5% |
| YTD | +82.0% | +16.7% | +65.2% | +66.4% |
| 1Y | +65.9% | +45.0% | +20.9% | +40.1% |
| 3Y | +185.0% | +48.8% | +136.2% | +107.3% |
| 5Y | +121.5% | -67.6% | +189.0% | +200.2% |
| All | +1,174.2% | -47.2% | +1,221.4% | +1,477.2% |
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