+114.1%
MRVL vs VMC
+50.0%
+64.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.4% |
| 7D | -10.2% | +1.1% | -11.4% | -10.8% |
| 30D | -43.9% | +17.7% | -61.6% | -51.1% |
| 3M | -26.0% | +1.1% | -27.0% | -27.7% |
| 6M | -9.2% | +1.8% | -11.1% | -14.4% |
| YTD | +82.0% | +1.5% | +80.5% | +68.0% |
| 1Y | +65.9% | -1.1% | +67.0% | +56.9% |
| 3Y | +185.0% | +38.8% | +146.3% | +85.1% |
| All | +114.1% | +50.0% | +64.0% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling