+1,758.4%
MRVL vs VTR
+8,322.2%
-6,563.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +7.1% | -2.4% | +9.5% | +7.9% |
| 30D | +3.1% | -3.7% | +6.8% | +4.3% |
| 3M | -21.9% | +13.5% | -35.5% | -26.1% |
| 6M | +151.8% | +7.2% | +144.7% | +141.2% |
| YTD | +165.6% | +17.6% | +148.1% | +146.5% |
| 1Y | +242.3% | +35.4% | +206.9% | +201.4% |
| 3Y | +308.2% | +132.8% | +175.3% | +193.3% |
| 5Y | +280.4% | +88.7% | +191.7% | +193.1% |
| 10Y | +1,832.5% | +87.6% | +1,744.9% | +1,198.0% |
| All | +1,758.4% | +8,322.2% | -6,563.8% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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