+1,743.1%
MRVL vs VMC
+788.8%
+954.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.9% | +6.1% | +6.6% |
| 7D | +3.2% | -4.3% | +7.5% | +5.3% |
| 30D | +5.9% | -8.2% | +14.2% | +10.1% |
| 3M | -29.3% | -7.0% | -22.3% | -27.9% |
| 6M | +186.5% | -10.8% | +197.2% | +197.3% |
| YTD | +163.4% | -7.4% | +170.8% | +167.3% |
| 1Y | +249.5% | -9.5% | +259.0% | +257.5% |
| 3Y | +289.4% | +20.5% | +268.9% | +250.8% |
| 5Y | +270.2% | +51.6% | +218.7% | +206.5% |
| 10Y | +1,748.8% | +150.0% | +1,598.8% | +1,024.5% |
| All | +1,743.1% | +788.8% | +954.3% | +319.8% |
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 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