+195.7%
MRVL vs SRE
+24.6%
+171.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -4.9% |
| 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% | -27.5% |
| 6M | -11.9% | -11.9% | 0.0% | -8.3% |
| YTD | +84.8% | -7.9% | +92.6% | +87.9% |
| 1Y | +79.4% | -11.1% | +90.6% | +85.3% |
| 3Y | +195.7% | +24.8% | +170.9% | +168.2% |
| All | +195.7% | +24.6% | +171.1% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling