+79.4%
MRVL vs CTAS
+23.6%
+55.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.3% | -5.0% |
| 7D | +11.0% | +2.0% | +9.0% | +12.9% |
| 30D | -36.1% | +8.7% | -44.8% | -30.7% |
| 3M | -29.4% | +13.3% | -42.7% | -20.8% |
| 6M | -11.9% | +39.4% | -51.3% | +7.7% |
| YTD | +84.8% | +21.5% | +63.3% | +126.8% |
| 1Y | +79.4% | +21.9% | +57.5% | +119.2% |
| All | +79.4% | +23.6% | +55.8% | +119.2% |
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 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