+1,954.1%
MRVL vs VFC
-69.4%
+2,023.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +5.0% |
| 7D | +13.8% | -2.3% | +16.2% | +14.7% |
| 30D | +12.7% | -13.4% | +26.0% | +17.9% |
| 3M | -11.9% | -23.7% | +11.8% | -4.7% |
| 6M | +153.8% | -24.5% | +178.3% | +173.7% |
| YTD | +177.0% | -27.8% | +204.8% | +200.5% |
| 1Y | +252.3% | -13.5% | +265.8% | +253.4% |
| 3Y | +325.5% | -27.1% | +352.7% | +295.0% |
| 5Y | +290.9% | -79.0% | +369.9% | +515.9% |
| 10Y | +1,954.1% | -68.7% | +2,022.9% | +2,900.4% |
| All | +1,954.1% | -69.4% | +2,023.5% | +2,900.4% |
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