+867.6%
MRVL vs SE
+355.3%
+512.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.7% | +13.0% | +10.4% |
| 7D | +5.6% | -7.7% | +13.4% | +8.5% |
| 30D | -36.5% | -22.8% | -13.7% | -31.5% |
| 3M | -20.5% | -43.7% | +23.3% | -6.0% |
| 6M | -1.1% | -12.8% | +11.7% | +0.3% |
| YTD | +99.0% | -42.0% | +141.0% | +126.3% |
| 1Y | +89.3% | -48.0% | +137.3% | +122.3% |
| 3Y | +211.6% | +62.7% | +149.0% | +150.8% |
| 5Y | +134.1% | -77.8% | +211.9% | +192.9% |
| All | +867.6% | +355.3% | +512.3% | +514.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling