+96.9%
MRVL vs FIX
+933.9%
-837.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +2.0% |
| 7D | -28.1% | -17.5% | -10.7% | -18.0% |
| 30D | -50.4% | -41.6% | -8.8% | -28.4% |
| 3M | -32.9% | -40.6% | +7.7% | -4.6% |
| 6M | -17.9% | -49.4% | +31.4% | +33.2% |
| YTD | +66.4% | +9.2% | +57.3% | +63.1% |
| 1Y | +51.5% | +6.5% | +45.1% | +50.2% |
| 3Y | +177.9% | +448.7% | -270.8% | -15.0% |
| All | +96.9% | +933.9% | -837.0% | -67.0% |
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 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