+1,743.1%
MRVL vs SRE
+2,249.3%
-506.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.7% | +7.3% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | +5.9% | -0.7% | +6.7% | +6.1% |
| 3M | -29.3% | -6.3% | -23.0% | -28.0% |
| 6M | +186.5% | -10.7% | +197.1% | +197.5% |
| YTD | +163.4% | -3.5% | +166.9% | +164.8% |
| 1Y | +249.5% | +5.3% | +244.2% | +238.9% |
| 3Y | +289.4% | +31.8% | +257.6% | +239.2% |
| 5Y | +270.2% | +47.4% | +222.9% | +209.2% |
| 10Y | +1,748.8% | +120.6% | +1,628.3% | +1,155.9% |
| All | +1,743.1% | +2,249.3% | -506.2% | +812.7% |
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