+89.3%
MRVL vs FIX
+21.5%
+67.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.0% | +4.3% | +5.2% |
| 7D | +5.6% | +6.4% | -0.8% | +1.3% |
| 30D | -36.5% | -29.1% | -7.4% | -16.7% |
| 3M | -20.5% | -31.1% | +10.7% | +6.3% |
| 6M | -1.1% | -42.8% | +41.7% | +53.3% |
| YTD | +99.0% | +24.6% | +74.3% | +104.6% |
| 1Y | +89.3% | +21.9% | +67.3% | +96.6% |
| All | +89.3% | +21.5% | +67.8% | +96.6% |
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 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