+118.8%
MRVL vs FIX
+1,026.2%
-907.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -3.7% |
| 7D | +11.0% | +9.4% | +1.6% | +4.6% |
| 30D | -36.1% | -27.8% | -8.3% | -20.3% |
| 3M | -29.4% | -35.6% | +6.1% | -4.9% |
| 6M | -11.9% | -45.2% | +33.4% | +35.6% |
| YTD | +84.8% | +19.5% | +65.3% | +70.7% |
| 1Y | +79.4% | +24.2% | +55.2% | +61.1% |
| 3Y | +195.7% | +494.2% | -298.4% | -14.0% |
| All | +118.8% | +1,026.2% | -907.4% | -64.8% |
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 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