+323.1%
MRVL vs VIVK
-100.0%
+423.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.4% | +11.4% | +4.1% |
| 7D | +5.6% | -4.4% | +10.0% | +5.6% |
| 30D | +8.8% | -40.8% | +49.6% | +9.0% |
| 3M | -15.9% | -94.1% | +78.3% | -14.4% |
| 6M | +161.3% | -98.2% | +259.4% | +167.0% |
| YTD | +178.2% | -98.0% | +276.2% | +181.7% |
| 1Y | +255.3% | -100.0% | +355.3% | +269.3% |
| 3Y | +323.1% | -100.0% | +423.1% | +295.1% |
| All | +323.1% | -100.0% | +423.1% | +295.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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