+1,925.8%
MRVL vs VTEB
+17.9%
+1,907.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.7% | +3.7% |
| 7D | +5.6% | -0.9% | +6.5% | +6.6% |
| 30D | +8.8% | -2.5% | +11.3% | +11.5% |
| 3M | -15.9% | -3.0% | -12.9% | -13.4% |
| 6M | +161.3% | -2.1% | +163.4% | +167.5% |
| YTD | +178.2% | -1.5% | +179.7% | +183.4% |
| 1Y | +255.3% | +0.2% | +255.1% | +256.8% |
| 3Y | +323.1% | +8.6% | +314.6% | +292.7% |
| 5Y | +293.2% | +1.2% | +292.0% | +282.5% |
| All | +1,925.8% | +17.9% | +1,907.9% | +2,146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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