+308.2%
MRVL vs VMC
+22.8%
+285.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.7% |
| 7D | +7.1% | -0.5% | +7.7% | +7.4% |
| 30D | +3.1% | -9.1% | +12.2% | +8.4% |
| 3M | -21.9% | -4.1% | -17.8% | -22.0% |
| 6M | +151.8% | -5.5% | +157.4% | +153.5% |
| YTD | +165.6% | -8.9% | +174.6% | +167.5% |
| 1Y | +242.3% | -12.9% | +255.2% | +255.3% |
| 3Y | +308.2% | +22.1% | +286.0% | +217.3% |
| All | +308.2% | +22.8% | +285.3% | +217.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling