+1,077.1%
MRVL vs VST
+1,112.0%
-34.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.6% | -4.8% | +1.0% |
| 7D | -28.1% | -9.8% | -18.3% | -24.6% |
| 30D | -50.4% | -25.1% | -25.2% | -43.4% |
| 3M | -32.9% | -11.6% | -21.3% | -28.7% |
| 6M | -17.9% | -20.9% | +3.0% | -8.2% |
| YTD | +66.4% | -22.3% | +88.7% | +83.0% |
| 1Y | +51.5% | -32.0% | +83.6% | +75.8% |
| 3Y | +177.9% | +262.4% | -84.5% | +71.6% |
| 5Y | +100.0% | +563.4% | -463.3% | +1.4% |
| All | +1,077.1% | +1,112.0% | -34.9% | +399.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling