+89.2%
MRVL vs VT
+53.2%
+36.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.1% | -12.4% | -6.1% |
| 7D | -38.8% | -4.2% | -34.7% | -31.1% |
| 30D | -53.5% | -5.8% | -47.7% | -44.9% |
| 3M | -36.7% | -5.2% | -31.5% | -25.8% |
| 6M | -20.8% | +0.1% | -21.0% | -14.8% |
| YTD | +57.4% | +8.2% | +49.2% | +41.0% |
| 1Y | +44.0% | +10.1% | +33.9% | +24.4% |
| 3Y | +162.2% | +69.7% | +92.5% | -10.1% |
| 5Y | +89.2% | +53.4% | +35.8% | -10.7% |
| All | +89.2% | +53.2% | +36.0% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling