+1,847.4%
MRVL vs SRE
+124.1%
+1,723.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.0% |
| 7D | +8.7% | -0.7% | +9.4% | +8.9% |
| 30D | +6.9% | -1.7% | +8.6% | +7.5% |
| 3M | -10.1% | -7.1% | -3.1% | -7.9% |
| 6M | +143.4% | -8.4% | +151.8% | +150.2% |
| YTD | +167.5% | -3.5% | +171.0% | +168.6% |
| 1Y | +239.0% | +5.4% | +233.6% | +228.6% |
| 3Y | +311.0% | +29.5% | +281.4% | +260.3% |
| 5Y | +278.0% | +48.3% | +229.7% | +218.0% |
| All | +1,847.4% | +124.1% | +1,723.3% | +1,402.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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