+1,925.8%
MRVL vs VTRS
-48.4%
+1,974.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +5.6% | -2.2% | +7.8% | +6.3% |
| 30D | +8.8% | +3.3% | +5.4% | +7.8% |
| 3M | -15.9% | +2.0% | -17.9% | -17.1% |
| 6M | +161.3% | +19.9% | +141.3% | +144.1% |
| YTD | +178.2% | +35.7% | +142.5% | +149.3% |
| 1Y | +255.3% | +68.1% | +187.2% | +196.7% |
| 3Y | +323.1% | +87.1% | +236.0% | +234.0% |
| 5Y | +293.2% | +47.6% | +245.6% | +224.3% |
| All | +1,925.8% | -48.4% | +1,974.2% | +1,827.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling