+1,671.2%
MRVL vs VGT
+2,088.1%
-416.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -2.3% |
| 7D | +11.0% | +2.5% | +8.6% | +7.9% |
| 30D | -36.1% | -9.5% | -26.6% | -24.6% |
| 3M | -29.4% | -9.5% | -19.9% | -16.2% |
| 6M | -11.9% | -1.8% | -10.1% | -0.7% |
| YTD | +84.8% | +18.4% | +66.4% | +63.0% |
| 1Y | +79.4% | +18.7% | +60.7% | +58.3% |
| 3Y | +195.7% | +103.8% | +91.9% | +43.5% |
| 5Y | +117.2% | +104.4% | +12.8% | +15.0% |
| 10Y | +1,193.7% | +716.9% | +476.9% | +29.2% |
| All | +1,671.2% | +2,088.1% | -416.9% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling