+323.1%
MRVL vs VWO
+62.9%
+260.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +2.6% |
| 7D | +5.6% | -1.8% | +7.4% | +9.5% |
| 30D | +8.8% | -0.1% | +8.9% | +9.5% |
| 3M | -15.9% | +2.2% | -18.1% | -17.0% |
| 6M | +161.3% | +8.8% | +152.5% | +136.9% |
| YTD | +178.2% | +12.4% | +165.8% | +137.3% |
| 1Y | +255.3% | +15.6% | +239.7% | +190.1% |
| 3Y | +323.1% | +62.5% | +260.6% | +88.7% |
| All | +323.1% | +62.9% | +260.2% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling