+127.8%
MRVL vs FIX
+1,054.8%
-926.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -0.6% |
| 7D | +23.1% | +16.9% | +6.2% | +10.8% |
| 30D | -38.8% | -30.6% | -8.2% | -21.4% |
| 3M | -24.2% | -35.1% | +10.9% | +1.5% |
| 6M | 0.0% | -44.0% | +44.0% | +51.6% |
| YTD | +93.8% | +21.0% | +72.8% | +77.3% |
| 1Y | +84.4% | +16.2% | +68.2% | +72.2% |
| 3Y | +203.6% | +506.9% | -303.3% | -13.0% |
| 5Y | +127.8% | +1,051.1% | -923.2% | -64.1% |
| All | +127.8% | +1,054.8% | -926.9% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling