+1,925.8%
MRVL vs VWO
+117.1%
+1,808.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.0% |
| 7D | +5.6% | -1.8% | +7.4% | +8.4% |
| 30D | +8.8% | -0.1% | +8.9% | +9.3% |
| 3M | -15.9% | +2.2% | -18.1% | -16.4% |
| 6M | +161.3% | +8.8% | +152.5% | +143.7% |
| YTD | +178.2% | +12.4% | +165.8% | +148.5% |
| 1Y | +255.3% | +15.6% | +239.7% | +207.6% |
| 3Y | +323.1% | +62.5% | +260.6% | +143.3% |
| 5Y | +293.2% | +34.3% | +258.9% | +194.1% |
| All | +1,925.8% | +117.1% | +1,808.7% | +936.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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