+1,954.1%
MRVL vs CTAS
+665.9%
+1,288.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +13.8% | +1.0% | +12.8% | +13.1% |
| 30D | +12.7% | -1.1% | +13.7% | +13.3% |
| 3M | -11.9% | +11.5% | -23.4% | -20.4% |
| 6M | +153.8% | +0.2% | +153.7% | +144.1% |
| YTD | +177.0% | +7.2% | +169.8% | +153.0% |
| 1Y | +252.3% | 0.0% | +252.4% | +236.3% |
| 3Y | +325.5% | +65.9% | +259.6% | +182.2% |
| 5Y | +290.9% | +109.6% | +181.3% | +127.9% |
| 10Y | +1,954.1% | +683.8% | +1,270.4% | +491.2% |
| All | +1,954.1% | +665.9% | +1,288.3% | +491.2% |
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