+65.9%
MRVL vs FIX
+13.3%
+52.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.4% |
| 7D | -10.2% | -13.9% | +3.7% | +0.8% |
| 30D | -43.9% | -35.5% | -8.4% | -20.6% |
| 3M | -26.0% | -33.9% | +8.0% | +2.2% |
| 6M | -9.2% | -43.3% | +34.1% | +43.4% |
| YTD | +82.0% | +18.7% | +63.3% | +93.1% |
| 1Y | +65.9% | +13.8% | +52.1% | +80.0% |
| All | +65.9% | +13.3% | +52.6% | +80.0% |
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