+1,256.1%
MRVL vs VFC
+594.7%
+661.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.4% |
| 7D | +23.1% | -1.4% | +24.6% | +23.9% |
| 30D | -38.8% | +24.6% | -63.4% | -44.6% |
| 3M | -24.2% | +38.4% | -62.7% | -34.6% |
| 6M | 0.0% | +15.3% | -15.3% | -8.7% |
| YTD | +93.8% | +12.7% | +81.1% | +76.0% |
| 1Y | +84.4% | +32.7% | +51.7% | +55.9% |
| 3Y | +203.6% | +43.7% | +159.9% | +109.0% |
| 5Y | +127.8% | -69.2% | +197.0% | +211.9% |
| 10Y | +1,257.2% | -50.0% | +1,307.2% | +1,219.6% |
| All | +1,256.1% | +594.7% | +661.4% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling