+298.8%
MRVL vs FIS
-18.3%
+317.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +8.0% | +7.1% |
| 7D | +3.2% | +1.1% | +2.1% | +3.2% |
| 30D | +5.9% | -2.2% | +8.2% | +6.0% |
| 3M | -29.3% | +2.1% | -31.5% | -29.7% |
| 6M | +186.5% | -14.7% | +201.2% | +196.6% |
| YTD | +163.4% | -35.7% | +199.1% | +204.1% |
| 1Y | +249.5% | -37.1% | +286.6% | +305.4% |
| All | +298.8% | -18.3% | +317.1% | +275.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling