+1,758.1%
MRVL vs VUG
+1,200.5%
+557.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.2% |
| 7D | +23.1% | +4.4% | +18.7% | +16.2% |
| 30D | -38.8% | -7.3% | -31.5% | -30.0% |
| 3M | -24.2% | -4.2% | -20.0% | -17.1% |
| 6M | 0.0% | -1.6% | +1.6% | +8.7% |
| YTD | +93.8% | +4.9% | +89.0% | +93.3% |
| 1Y | +84.4% | +3.8% | +80.6% | +87.4% |
| 3Y | +203.6% | +79.4% | +124.2% | +60.8% |
| 5Y | +127.8% | +63.9% | +63.9% | +47.5% |
| 10Y | +1,257.2% | +404.0% | +853.2% | +121.0% |
| All | +1,758.1% | +1,200.5% | +557.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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