+1,246.8%
MRVL vs SE
+569.0%
+677.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.1% | +8.3% | +5.5% |
| 7D | +13.8% | -3.6% | +17.5% | +15.0% |
| 30D | +12.7% | -5.3% | +18.0% | +13.9% |
| 3M | -11.9% | +28.1% | -40.0% | -19.3% |
| 6M | +153.8% | +20.7% | +133.2% | +134.4% |
| YTD | +177.0% | -14.8% | +191.7% | +181.9% |
| 1Y | +252.3% | -43.6% | +295.9% | +306.3% |
| 3Y | +325.5% | +184.2% | +141.3% | +189.3% |
| 5Y | +290.9% | -66.3% | +357.2% | +332.7% |
| All | +1,246.8% | +569.0% | +677.8% | +665.2% |
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