+1,743.1%
MRVL vs VFC
+363.2%
+1,379.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.4% | +4.7% | +6.1% |
| 7D | +3.2% | -1.6% | +4.8% | +3.9% |
| 30D | +5.9% | -11.6% | +17.6% | +11.0% |
| 3M | -29.3% | -18.1% | -11.2% | -24.7% |
| 6M | +186.5% | -27.4% | +213.8% | +217.2% |
| YTD | +163.4% | -24.8% | +188.3% | +185.3% |
| 1Y | +249.5% | -8.2% | +257.7% | +242.0% |
| 3Y | +289.4% | -29.1% | +318.5% | +256.3% |
| 5Y | +270.2% | -79.2% | +349.4% | +497.9% |
| 10Y | +1,748.8% | -68.1% | +1,816.9% | +2,088.9% |
| All | +1,743.1% | +363.2% | +1,379.8% | +430.9% |
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