+1,743.1%
MRVL vs FIX
+51,808.1%
-50,065.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.9% | +5.1% | +6.4% |
| 7D | +3.2% | +6.0% | -2.8% | +1.1% |
| 30D | +5.9% | -7.2% | +13.2% | +8.8% |
| 3M | -29.3% | -15.9% | -13.5% | -23.7% |
| 6M | +186.5% | +12.7% | +173.7% | +181.6% |
| YTD | +163.4% | +72.8% | +90.7% | +124.0% |
| 1Y | +249.5% | +122.9% | +126.6% | +171.2% |
| 3Y | +289.4% | +774.3% | -485.0% | +97.9% |
| 5Y | +270.2% | +2,049.5% | -1,779.2% | +46.1% |
| 10Y | +1,748.8% | +5,821.5% | -4,072.6% | +419.2% |
| All | +1,743.1% | +51,808.1% | -50,065.0% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling