+272.3%
MRVL vs VIK
+225.1%
+47.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.3% |
| 7D | +5.6% | -0.9% | +6.5% | +6.1% |
| 30D | +8.8% | -18.4% | +27.2% | +22.2% |
| 3M | -15.9% | -8.8% | -7.1% | -11.6% |
| 6M | +161.3% | +17.1% | +144.1% | +128.3% |
| YTD | +178.2% | +19.0% | +159.2% | +136.0% |
| 1Y | +255.3% | +30.1% | +225.2% | +178.2% |
| All | +272.3% | +225.1% | +47.2% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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