+857.5%
MRVL vs VIG
+623.5%
+233.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +7.7% |
| 7D | +3.2% | -0.4% | +3.6% | +3.8% |
| 30D | +5.9% | -1.0% | +6.9% | +7.2% |
| 3M | -29.3% | +2.8% | -32.1% | -31.8% |
| 6M | +186.5% | +8.2% | +178.3% | +159.8% |
| YTD | +163.4% | +11.0% | +152.4% | +131.0% |
| 1Y | +249.5% | +16.1% | +233.4% | +189.2% |
| 3Y | +289.4% | +56.2% | +233.2% | +128.2% |
| 5Y | +270.2% | +63.0% | +207.3% | +120.7% |
| 10Y | +1,748.8% | +241.4% | +1,507.4% | +360.7% |
| All | +857.5% | +623.5% | +233.9% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling