+1,256.1%
MRVL vs VSH
+22.9%
+1,233.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.1% | +0.3% |
| 7D | +23.1% | +26.2% | -3.1% | +6.8% |
| 30D | -38.8% | -12.5% | -26.3% | -33.1% |
| 3M | -24.2% | -16.9% | -7.3% | -15.2% |
| 6M | 0.0% | -17.0% | +17.0% | +13.7% |
| YTD | +93.8% | +93.8% | 0.0% | +30.3% |
| 1Y | +84.4% | +99.3% | -14.9% | +22.1% |
| 3Y | +203.6% | +35.0% | +168.6% | +142.9% |
| 5Y | +127.8% | +45.8% | +82.0% | +81.1% |
| 10Y | +1,257.2% | +127.1% | +1,130.1% | +667.7% |
| All | +1,256.1% | +22.9% | +1,233.2% | +565.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling