+271.9%
MRVL vs FIX
+2,061.9%
-1,790.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +5.8% |
| 7D | +3.2% | +6.0% | -2.8% | -0.8% |
| 30D | +5.9% | -7.2% | +13.2% | +11.4% |
| 3M | -29.3% | -15.9% | -13.5% | -19.0% |
| 6M | +186.5% | +12.7% | +173.7% | +174.2% |
| YTD | +163.4% | +72.8% | +90.7% | +90.6% |
| 1Y | +249.5% | +122.9% | +126.6% | +109.2% |
| 3Y | +289.4% | +774.3% | -485.0% | -9.0% |
| All | +271.9% | +2,061.9% | -1,790.0% | -53.5% |
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