+650.1%
MRVL vs VRT
+1,919.9%
-1,269.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +9.6% | -0.1% | +4.6% |
| 7D | -9.8% | -10.6% | +0.8% | -4.2% |
| 30D | -43.8% | -17.4% | -26.4% | -38.0% |
| 3M | -29.3% | -26.4% | -2.9% | -17.8% |
| 6M | -9.1% | -41.0% | +31.9% | +18.8% |
| YTD | +82.2% | +23.8% | +58.4% | +62.6% |
| 1Y | +70.3% | +11.6% | +58.7% | +59.4% |
| 3Y | +197.0% | +403.5% | -206.5% | +35.4% |
| 5Y | +115.8% | +647.0% | -531.3% | -28.6% |
| All | +650.1% | +1,919.9% | -1,269.8% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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