+118.8%
MRVL vs VST
+633.9%
-515.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -4.1% |
| 7D | +11.0% | +6.6% | +4.4% | +7.4% |
| 30D | -36.1% | -12.4% | -23.7% | -31.1% |
| 3M | -29.4% | -9.0% | -20.4% | -25.3% |
| 6M | -11.9% | -6.4% | -5.4% | -7.4% |
| YTD | +84.8% | -17.2% | +102.0% | +99.1% |
| 1Y | +79.4% | -22.0% | +101.4% | +98.8% |
| 3Y | +195.7% | +296.7% | -100.9% | +28.2% |
| All | +118.8% | +633.9% | -515.0% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling