-20.5%
MRVL vs VSH
-13.5%
-7.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.8% | +0.6% | +2.5% |
| 7D | +5.6% | +12.8% | -7.1% | -3.4% |
| 30D | -36.5% | -9.0% | -27.5% | -32.8% |
| 3M | -20.5% | -12.2% | -8.3% | -15.1% |
| All | -20.5% | -13.5% | -7.0% | -15.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling