+289.8%
MRVL vs FIX
+782.4%
-492.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +5.8% |
| 7D | +3.2% | +6.0% | -2.8% | -0.7% |
| 30D | +5.9% | -7.2% | +13.2% | +11.3% |
| 3M | -29.3% | -15.9% | -13.5% | -19.3% |
| 6M | +186.5% | +12.7% | +173.7% | +176.2% |
| YTD | +163.4% | +72.8% | +90.7% | +94.9% |
| 1Y | +249.5% | +122.9% | +126.6% | +116.0% |
| All | +289.8% | +782.4% | -492.7% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling