+82.7%
MRVL vs CTAS
+25.6%
+57.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.4% | -9.4% | -4.9% |
| 7D | -36.5% | +7.6% | -44.1% | -31.7% |
| 30D | -41.1% | +17.2% | -58.3% | -32.0% |
| 3M | -26.9% | +12.8% | -39.6% | -18.1% |
| 6M | -2.3% | +38.0% | -40.3% | +20.7% |
| YTD | +88.4% | +22.7% | +65.7% | +133.3% |
| 1Y | +82.7% | +25.6% | +57.1% | +126.1% |
| All | +82.7% | +25.6% | +57.1% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling