+25.0%
MRVL vs VG
-49.4%
+74.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.5% |
| 7D | -10.2% | -7.7% | -2.5% | -8.7% |
| 30D | -43.9% | -8.8% | -35.1% | -42.8% |
| 3M | -26.0% | -15.6% | -10.3% | -23.8% |
| 6M | -9.2% | +5.2% | -14.4% | -12.5% |
| YTD | +82.0% | +76.9% | +5.1% | +35.4% |
| 1Y | +65.9% | +42.5% | +23.4% | +32.6% |
| All | +25.0% | -49.4% | +74.4% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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