+4,598.3%
MRVL vs FIS
+374.5%
+4,223.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +8.0% | +7.5% |
| 7D | +3.2% | +1.1% | +2.1% | +2.6% |
| 30D | +5.9% | -2.2% | +8.2% | +6.4% |
| 3M | -29.3% | +2.1% | -31.5% | -32.2% |
| 6M | +186.5% | -14.7% | +201.2% | +193.5% |
| YTD | +163.4% | -35.7% | +199.1% | +210.0% |
| 1Y | +249.5% | -37.1% | +286.6% | +313.3% |
| 3Y | +289.4% | -20.0% | +309.4% | +297.0% |
| 5Y | +270.2% | -62.1% | +332.4% | +431.3% |
| 10Y | +1,748.8% | -37.4% | +1,786.2% | +1,913.4% |
| All | +4,598.3% | +374.5% | +4,223.8% | +1,803.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling