+177.9%
MRVL vs VST
+264.2%
-86.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.6% | -4.8% | 0.0% |
| 7D | -28.1% | -9.8% | -18.3% | -23.9% |
| 30D | -50.4% | -25.1% | -25.2% | -42.0% |
| 3M | -32.9% | -11.6% | -21.3% | -28.0% |
| 6M | -17.9% | -20.9% | +3.0% | -6.5% |
| YTD | +66.4% | -22.3% | +88.7% | +85.1% |
| 1Y | +51.5% | -32.0% | +83.6% | +80.0% |
| 3Y | +177.9% | +262.4% | -84.5% | +111.4% |
| All | +177.9% | +264.2% | -86.4% | +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