+115.8%
MRVL vs FIS
-71.8%
+187.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.4% | +10.8% | +9.8% |
| 7D | -9.8% | -29.4% | +19.6% | -1.9% |
| 30D | -43.8% | -16.7% | -27.1% | -42.1% |
| 3M | -29.3% | -33.0% | +3.7% | -22.7% |
| 6M | -9.1% | -33.3% | +24.2% | -2.5% |
| YTD | +82.2% | -56.0% | +138.2% | +133.8% |
| 1Y | +70.3% | -54.6% | +124.9% | +115.0% |
| 3Y | +197.0% | -40.6% | +237.6% | +214.5% |
| 5Y | +115.8% | -71.9% | +187.7% | +209.4% |
| All | +115.8% | -71.8% | +187.5% | +209.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling