+197.0%
MRVL vs CTAS
+73.4%
+123.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.4% | +9.1% | +9.5% |
| 7D | -9.8% | -0.7% | -9.1% | -9.7% |
| 30D | -43.8% | +10.3% | -54.1% | -44.9% |
| 3M | -29.3% | +10.2% | -39.5% | -30.7% |
| 6M | -9.1% | +34.4% | -43.5% | -19.8% |
| YTD | +82.2% | +19.6% | +62.7% | +71.0% |
| 1Y | +70.3% | +21.8% | +48.5% | +57.7% |
| 3Y | +197.0% | +74.1% | +122.9% | +103.7% |
| All | +197.0% | +73.4% | +123.6% | +103.7% |
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