+82.7%
MRVL vs FIX
+14.3%
+68.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -15.1% | +8.0% | +4.7% |
| 7D | -36.5% | -18.9% | -17.6% | -25.5% |
| 30D | -41.1% | -36.3% | -4.8% | -16.4% |
| 3M | -26.9% | -38.5% | +11.6% | +6.4% |
| 6M | -2.3% | -42.3% | +40.0% | +52.8% |
| YTD | +88.4% | +17.1% | +71.3% | +98.9% |
| 1Y | +82.7% | +14.4% | +68.4% | +95.8% |
| All | +82.7% | +14.3% | +68.5% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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