+1,064.4%
MRVL vs FIX
+32,698.3%
-31,634.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.3% | +3.8% |
| 7D | -28.1% | -17.5% | -10.7% | -22.8% |
| 30D | -50.4% | -41.6% | -8.8% | -39.8% |
| 3M | -32.9% | -40.6% | +7.7% | -19.0% |
| 6M | -17.9% | -49.4% | +31.4% | +6.7% |
| YTD | +66.4% | +9.2% | +57.3% | +67.0% |
| 1Y | +51.5% | +6.5% | +45.1% | +53.2% |
| 3Y | +177.9% | +448.7% | -270.8% | +67.6% |
| 5Y | +100.0% | +948.7% | -848.7% | +0.2% |
| 10Y | +1,108.1% | +3,659.7% | -2,551.6% | +301.5% |
| All | +1,064.4% | +32,698.3% | -31,634.0% | +94.7% |
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