+162.8%
MRVL vs VST
+229.5%
-66.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -6.2% | -10.3% | -13.1% |
| 7D | -38.8% | -19.9% | -18.9% | -30.8% |
| 30D | -53.5% | -29.7% | -23.8% | -43.6% |
| 3M | -36.7% | -19.6% | -17.1% | -28.4% |
| 6M | -20.8% | -29.4% | +8.6% | -4.1% |
| YTD | +57.4% | -29.7% | +87.1% | +85.0% |
| 1Y | +44.0% | -40.0% | +84.0% | +83.3% |
| All | +162.8% | +229.5% | -66.7% | +111.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling