+1,192.7%
MRVL vs SRE
+2,142.1%
-949.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| YTD | +84.8% | -7.9% | +92.6% | +89.2% |
| 1Y | +79.4% | -11.1% | +90.6% | +86.5% |
| 3Y | +195.7% | +24.8% | +170.9% | +163.8% |
| 5Y | +117.2% | +52.4% | +64.8% | +79.5% |
| 10Y | +1,193.7% | +127.9% | +1,065.9% | +770.0% |
| All | +1,192.7% | +2,142.1% | -949.4% | +552.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling