+1,925.8%
MRVL vs VGT
+820.0%
+1,105.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +2.3% |
| 7D | +5.6% | -0.2% | +5.8% | +5.9% |
| 30D | +8.8% | -0.4% | +9.2% | +9.6% |
| 3M | -15.9% | +4.4% | -20.3% | -18.1% |
| 6M | +161.3% | +32.1% | +129.2% | +88.5% |
| YTD | +178.2% | +28.8% | +149.5% | +106.9% |
| 1Y | +255.3% | +35.3% | +220.0% | +147.7% |
| 3Y | +323.1% | +124.8% | +198.4% | +64.5% |
| 5Y | +293.2% | +137.9% | +155.3% | +54.2% |
| All | +1,925.8% | +820.0% | +1,105.8% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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