+1,224.2%
MRVL vs FIX
+3,723.8%
-2,499.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.2% |
| 7D | -10.2% | -13.9% | +3.7% | -2.5% |
| 30D | -43.9% | -35.5% | -8.4% | -29.0% |
| 3M | -26.0% | -33.9% | +8.0% | -7.6% |
| 6M | -9.2% | -43.3% | +34.1% | +25.6% |
| YTD | +82.0% | +18.7% | +63.3% | +74.4% |
| 1Y | +65.9% | +13.8% | +52.1% | +61.8% |
| 3Y | +185.0% | +495.0% | -309.9% | +28.2% |
| 5Y | +121.5% | +1,049.0% | -927.6% | -24.3% |
| 10Y | +1,224.2% | +3,644.4% | -2,420.3% | +208.6% |
| All | +1,224.2% | +3,723.8% | -2,499.7% | +208.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling