+1,847.4%
MRVL vs VSH
+179.3%
+1,668.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -2.8% |
| 7D | +8.7% | +3.1% | +5.6% | +6.6% |
| 30D | +6.9% | -5.7% | +12.6% | +11.0% |
| 3M | -10.1% | -42.5% | +32.3% | +30.5% |
| 6M | +143.4% | +82.7% | +60.8% | +66.3% |
| YTD | +167.5% | +118.2% | +49.2% | +58.4% |
| 1Y | +239.0% | +109.7% | +129.3% | +104.0% |
| 3Y | +311.0% | +35.3% | +275.7% | +217.1% |
| 5Y | +278.0% | +65.6% | +212.4% | +163.1% |
| All | +1,847.4% | +179.3% | +1,668.1% | +924.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VSH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling