+249.5%
MRVL vs FIX
+128.3%
+121.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +5.7% |
| 7D | +3.2% | +6.0% | -2.8% | -1.0% |
| 30D | +5.9% | -7.2% | +13.2% | +11.7% |
| 3M | -29.3% | -15.9% | -13.5% | -19.2% |
| 6M | +186.5% | +12.7% | +173.7% | +190.1% |
| YTD | +163.4% | +72.8% | +90.7% | +124.5% |
| 1Y | +249.5% | +122.9% | +126.6% | +193.8% |
| All | +249.5% | +128.3% | +121.2% | +193.8% |
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