+304.8%
MRVL vs CTAS
+65.0%
+239.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.3% | +7.3% | +7.1% |
| 7D | +3.2% | -1.8% | +5.0% | +3.6% |
| 30D | +5.9% | -0.2% | +6.1% | +5.9% |
| 3M | -29.3% | +11.7% | -41.0% | -33.5% |
| 6M | +186.5% | +0.7% | +185.8% | +186.3% |
| YTD | +163.4% | +7.4% | +156.0% | +151.7% |
| 1Y | +249.5% | -2.1% | +251.6% | +255.5% |
| All | +304.8% | +65.0% | +239.8% | +175.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling