0.0%
MRVL vs VMC
-0.2%
+0.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -3.2% |
| 7D | +23.1% | -1.7% | +24.8% | +22.2% |
| 30D | -38.8% | +15.3% | -54.1% | -34.7% |
| 3M | -24.2% | +0.3% | -24.5% | -22.6% |
| 6M | 0.0% | +0.9% | -0.9% | +2.6% |
| All | 0.0% | -0.2% | +0.2% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling