+278.0%
MRVL vs VIVK
-100.0%
+378.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.8% | -3.4% |
| 7D | +8.7% | -9.5% | +18.2% | +8.7% |
| 30D | +6.9% | -35.1% | +42.0% | +7.2% |
| 3M | -10.1% | -93.4% | +83.2% | -8.5% |
| 6M | +143.4% | -98.0% | +241.4% | +149.0% |
| YTD | +167.5% | -97.9% | +265.3% | +171.3% |
| 1Y | +239.0% | -100.0% | +338.9% | +254.4% |
| 3Y | +311.0% | -100.0% | +411.0% | +323.4% |
| 5Y | +278.0% | -100.0% | +378.0% | +296.2% |
| All | +278.0% | -100.0% | +378.0% | +296.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling