+274.9%
MRVL vs VMC
+53.2%
+221.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +2.1% |
| 7D | +7.1% | -0.5% | +7.7% | +7.5% |
| 30D | +3.1% | -9.1% | +12.2% | +10.5% |
| 3M | -21.9% | -4.1% | -17.8% | -21.7% |
| 6M | +151.8% | -5.5% | +157.4% | +154.8% |
| YTD | +165.6% | -8.9% | +174.6% | +170.4% |
| 1Y | +242.3% | -12.9% | +255.2% | +260.5% |
| 3Y | +308.2% | +22.1% | +286.0% | +202.0% |
| All | +274.9% | +53.2% | +221.7% | +119.8% |
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