+1,173.1%
MRVL vs VMC
+874.1%
+299.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -10.2% | +1.1% | -11.4% | -10.6% |
| 30D | -43.9% | +17.7% | -61.6% | -48.4% |
| 3M | -26.0% | +1.1% | -27.0% | -27.2% |
| 6M | -9.2% | +1.8% | -11.1% | -12.2% |
| YTD | +82.0% | +1.5% | +80.5% | +75.2% |
| 1Y | +65.9% | -1.1% | +67.0% | +61.7% |
| 3Y | +185.0% | +38.8% | +146.3% | +138.2% |
| 5Y | +121.5% | +49.6% | +71.9% | +82.1% |
| 10Y | +1,224.2% | +130.6% | +1,093.6% | +730.4% |
| All | +1,173.1% | +874.1% | +299.1% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling