+1,293.1%
MRVL vs CTAS
+832.5%
+460.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.5% | +8.8% |
| 7D | +5.6% | -0.8% | +6.4% | +6.2% |
| 30D | -36.5% | +10.7% | -47.2% | -40.8% |
| 3M | -20.5% | +11.0% | -31.5% | -26.3% |
| 6M | -1.1% | +38.7% | -39.9% | -23.8% |
| YTD | +99.0% | +21.8% | +77.2% | +66.3% |
| 1Y | +89.3% | +23.6% | +65.7% | +56.5% |
| 3Y | +211.6% | +74.9% | +136.7% | +99.0% |
| 5Y | +134.1% | +119.5% | +14.6% | +30.3% |
| 10Y | +1,293.1% | +820.2% | +472.9% | +237.0% |
| All | +1,293.1% | +832.5% | +460.6% | +237.0% |
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