+1,270.9%
MRVL vs VST
+1,143.1%
+127.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.7% | +7.6% | +8.5% |
| 7D | +5.6% | +10.9% | -5.3% | +1.3% |
| 30D | -36.5% | -15.6% | -20.9% | -31.1% |
| 3M | -20.5% | -7.8% | -12.7% | -17.0% |
| 6M | -1.1% | -12.0% | +10.8% | +5.8% |
| YTD | +99.0% | -16.9% | +115.9% | +112.6% |
| 1Y | +89.3% | -25.1% | +114.4% | +110.8% |
| 3Y | +211.6% | +297.1% | -85.4% | +85.5% |
| 5Y | +134.0% | +641.9% | -507.9% | +14.1% |
| All | +1,270.9% | +1,143.1% | +127.8% | +473.0% |
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