+321.2%
MRVL vs SRE
+30.8%
+290.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.4% |
| 7D | +13.8% | +1.5% | +12.4% | +13.2% |
| 30D | +12.7% | +0.8% | +11.9% | +12.3% |
| 3M | -11.9% | -5.8% | -6.1% | -10.4% |
| 6M | +153.8% | -7.8% | +161.6% | +159.2% |
| YTD | +177.0% | -2.4% | +179.3% | +175.8% |
| 1Y | +252.3% | +8.9% | +243.4% | +236.1% |
| All | +321.2% | +30.8% | +290.3% | +281.8% |
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