+308.2%
MRVL vs VFC
-25.9%
+334.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.3% |
| 7D | +7.1% | +0.8% | +6.3% | +6.9% |
| 30D | +3.1% | -11.9% | +15.0% | +5.9% |
| 3M | -21.9% | -20.2% | -1.8% | -18.4% |
| 6M | +151.8% | -23.0% | +174.8% | +164.3% |
| YTD | +165.6% | -26.2% | +191.9% | +179.7% |
| 1Y | +242.3% | -13.3% | +255.6% | +244.1% |
| 3Y | +308.2% | -25.5% | +333.6% | +286.8% |
| All | +308.2% | -25.9% | +334.1% | +286.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling