+1,173.1%
MRVL vs CTAS
+814.6%
+358.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.3% | -4.5% |
| 7D | +11.0% | +2.0% | +9.0% | +9.8% |
| 30D | -36.1% | +8.7% | -44.8% | -39.7% |
| 3M | -29.4% | +13.3% | -42.7% | -35.3% |
| 6M | -11.9% | +39.4% | -51.3% | -32.2% |
| YTD | +84.8% | +21.5% | +63.3% | +54.7% |
| 1Y | +79.4% | +21.9% | +57.5% | +49.8% |
| 3Y | +195.7% | +73.6% | +122.1% | +89.8% |
| 5Y | +117.2% | +116.2% | +1.0% | +22.0% |
| All | +1,173.1% | +814.6% | +358.6% | +209.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling