+1,669.0%
MRVL vs VIVK
-100.0%
+1,769.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.8% | +0.8% |
| 7D | +7.1% | +13.1% | -5.9% | +7.2% |
| 30D | +3.1% | -29.7% | +32.7% | +3.0% |
| 3M | -21.9% | -93.0% | +71.0% | -22.0% |
| 6M | +151.8% | -98.0% | +249.8% | +151.5% |
| YTD | +165.6% | -97.8% | +263.4% | +165.3% |
| 1Y | +242.3% | -100.0% | +342.2% | +241.2% |
| 3Y | +308.2% | -100.0% | +408.1% | +307.1% |
| 5Y | +280.4% | -100.0% | +380.4% | +279.3% |
| 10Y | +1,832.5% | -100.0% | +1,932.5% | +1,850.8% |
| All | +1,669.0% | -100.0% | +1,769.0% | +1,820.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling