+1,847.4%
MRVL vs VMC
+154.4%
+1,693.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.6% |
| 7D | +8.7% | -3.7% | +12.4% | +10.6% |
| 30D | +6.9% | -12.8% | +19.7% | +14.1% |
| 3M | -10.1% | -7.9% | -2.2% | -7.7% |
| 6M | +143.4% | -7.5% | +151.0% | +149.0% |
| YTD | +167.5% | -11.6% | +179.1% | +177.2% |
| 1Y | +239.0% | -14.3% | +253.2% | +255.9% |
| 3Y | +311.0% | +18.5% | +292.5% | +266.8% |
| 5Y | +278.0% | +46.8% | +231.2% | +209.3% |
| All | +1,847.4% | +154.4% | +1,693.0% | +1,172.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VMC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling