+82.7%
MRVL vs FIS
-50.5%
+133.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -23.7% | +16.6% | -15.9% |
| 7D | -36.5% | -18.4% | -18.1% | -39.3% |
| 30D | -41.1% | -11.4% | -29.7% | -40.6% |
| 3M | -26.9% | -32.0% | +5.1% | -36.3% |
| 6M | -2.3% | -35.6% | +33.3% | -9.9% |
| YTD | +88.4% | -53.8% | +142.2% | +96.0% |
| 1Y | +82.7% | -51.1% | +133.8% | +85.0% |
| All | +82.7% | -50.5% | +133.3% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling