+255.3%
MRVL vs VMC
-14.0%
+269.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.2% | +3.9% |
| 7D | +5.6% | -3.8% | +9.4% | +6.0% |
| 30D | +8.8% | -9.7% | +18.5% | +9.9% |
| 3M | -15.9% | -9.6% | -6.2% | -15.9% |
| 6M | +161.3% | -4.8% | +166.1% | +159.5% |
| YTD | +178.2% | -10.9% | +189.1% | +172.9% |
| 1Y | +255.3% | -15.6% | +270.9% | +254.7% |
| All | +255.3% | -14.0% | +269.3% | +254.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling