+270.5%
MRVL vs VIK
+225.3%
+45.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +6.4% |
| 7D | +13.8% | -0.8% | +14.6% | +14.2% |
| 30D | +12.7% | -18.0% | +30.7% | +26.2% |
| 3M | -11.9% | -5.8% | -6.1% | -9.1% |
| 6M | +153.8% | +17.2% | +136.7% | +121.7% |
| YTD | +177.0% | +19.1% | +157.8% | +134.7% |
| 1Y | +252.3% | +33.6% | +218.7% | +169.4% |
| All | +270.5% | +225.3% | +45.2% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling