-20.8%
MRVL vs VST
-30.5%
+9.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -6.2% | -10.3% | -11.2% |
| 7D | -38.8% | -19.9% | -18.9% | -26.4% |
| 30D | -53.5% | -29.7% | -23.8% | -37.8% |
| 3M | -36.7% | -19.6% | -17.1% | -24.4% |
| 6M | -20.8% | -29.4% | +8.6% | +4.1% |
| All | -20.8% | -30.5% | +9.7% | +4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling