+177.9%
MRVL vs VLTO
+69.5%
+108.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.3% | +5.7% |
| 7D | -28.1% | +5.4% | -33.5% | -28.7% |
| 30D | -50.4% | +22.3% | -72.7% | -52.5% |
| 3M | -32.9% | +19.6% | -52.5% | -35.4% |
| 6M | -17.9% | +35.2% | -53.1% | -25.7% |
| YTD | +66.4% | +17.9% | +48.6% | +62.6% |
| 1Y | +51.5% | +19.5% | +32.0% | +46.3% |
| 3Y | +177.9% | +73.9% | +104.0% | +127.6% |
| All | +177.9% | +69.5% | +108.4% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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