+239.0%
MRVL vs CTAS
-0.4%
+239.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -4.0% |
| 7D | +8.7% | -1.3% | +10.0% | +7.7% |
| 30D | +6.9% | -3.1% | +10.0% | +4.5% |
| 3M | -10.1% | +10.3% | -20.4% | -3.5% |
| 6M | +143.4% | +1.6% | +141.8% | +162.7% |
| YTD | +167.5% | +6.3% | +161.1% | +188.1% |
| 1Y | +239.0% | -0.5% | +239.4% | +276.5% |
| All | +239.0% | -0.4% | +239.3% | +276.5% |
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 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