+291.4%
MRVL vs SRE
+48.7%
+242.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +13.8% | +1.5% | +12.4% | +13.0% |
| 30D | +12.7% | +0.8% | +11.9% | +12.1% |
| 3M | -11.9% | -5.8% | -6.1% | -9.9% |
| 6M | +153.8% | -7.8% | +161.6% | +161.3% |
| YTD | +177.0% | -2.4% | +179.3% | +176.0% |
| 1Y | +252.3% | +8.9% | +243.4% | +232.0% |
| 3Y | +325.5% | +31.1% | +294.5% | +247.2% |
| All | +291.4% | +48.7% | +242.7% | +201.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling