+1,173.1%
MRVL vs VIG
+262.6%
+910.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +11.0% | +3.5% | +7.5% | +5.2% |
| 30D | -36.1% | +4.9% | -41.0% | -40.9% |
| 3M | -29.4% | +2.5% | -31.9% | -32.3% |
| 6M | -11.9% | +11.0% | -22.9% | -25.1% |
| YTD | +84.8% | +16.0% | +68.8% | +47.4% |
| 1Y | +79.4% | +17.5% | +61.9% | +40.6% |
| 3Y | +195.7% | +67.0% | +128.7% | +41.9% |
| 5Y | +117.2% | +64.8% | +52.4% | +13.1% |
| All | +1,173.1% | +262.6% | +910.5% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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