+289.8%
MRVL vs VST
+372.0%
-82.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.5% | +3.5% | +5.2% |
| 7D | +3.2% | +8.9% | -5.7% | -1.2% |
| 30D | +5.9% | +6.2% | -0.3% | +2.8% |
| 3M | -29.3% | -2.7% | -26.6% | -27.9% |
| 6M | +186.5% | -8.4% | +194.8% | +195.7% |
| YTD | +163.4% | -7.2% | +170.6% | +165.8% |
| 1Y | +249.5% | -20.9% | +270.4% | +277.5% |
| All | +289.8% | +372.0% | -82.2% | +147.5% |
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