+1,293.1%
MRVL vs VT
+224.4%
+1,068.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.1% | +8.2% | +7.2% |
| 7D | +5.6% | -0.7% | +6.3% | +8.5% |
| 30D | -36.5% | -1.7% | -34.8% | -33.1% |
| 3M | -20.5% | -2.3% | -18.2% | -15.0% |
| 6M | -1.1% | +1.5% | -2.7% | +2.4% |
| YTD | +99.0% | +12.0% | +86.9% | +74.2% |
| 1Y | +89.3% | +12.9% | +76.4% | +64.5% |
| 3Y | +211.6% | +74.9% | +136.7% | +40.4% |
| 5Y | +134.1% | +59.9% | +74.1% | +30.8% |
| 10Y | +1,293.1% | +224.6% | +1,068.5% | +238.5% |
| All | +1,293.1% | +224.4% | +1,068.8% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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