+1,173.1%
MRVL vs SRE
+127.7%
+1,045.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -5.0% |
| 7D | +11.0% | +1.8% | +9.3% | +10.3% |
| 30D | -36.1% | -3.0% | -33.1% | -35.3% |
| 3M | -29.4% | -7.3% | -22.2% | -27.4% |
| 6M | -11.9% | -11.9% | 0.0% | -7.9% |
| YTD | +84.8% | -7.9% | +92.6% | +88.9% |
| 1Y | +79.4% | -11.1% | +90.6% | +86.3% |
| 3Y | +195.7% | +24.8% | +170.9% | +162.9% |
| 5Y | +117.2% | +52.4% | +64.8% | +81.3% |
| All | +1,173.1% | +127.7% | +1,045.5% | +889.6% |
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