+1,077.1%
MRVL vs FIX
+3,608.1%
-2,531.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +2.8% |
| 7D | -28.1% | -17.5% | -10.7% | -20.2% |
| 30D | -50.4% | -41.6% | -8.8% | -33.9% |
| 3M | -32.9% | -40.6% | +7.7% | -11.5% |
| 6M | -17.9% | -49.4% | +31.4% | +20.3% |
| YTD | +66.4% | +9.2% | +57.3% | +66.8% |
| 1Y | +51.5% | +6.5% | +45.1% | +53.3% |
| 3Y | +177.9% | +448.7% | -270.8% | +30.9% |
| 5Y | +100.0% | +948.7% | -848.7% | -28.0% |
| All | +1,077.1% | +3,608.1% | -2,531.0% | +192.8% |
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 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