+280.4%
MRVL vs CTAS
+114.7%
+165.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +7.1% | 0.0% | +7.2% | +7.2% |
| 30D | +3.1% | -1.0% | +4.1% | +3.6% |
| 3M | -21.9% | +15.8% | -37.7% | -33.6% |
| 6M | +151.8% | -1.0% | +152.8% | +145.0% |
| YTD | +165.6% | +7.4% | +158.2% | +137.1% |
| 1Y | +242.3% | -0.1% | +242.4% | +226.3% |
| 3Y | +308.2% | +66.3% | +241.9% | +101.8% |
| 5Y | +280.4% | +111.0% | +169.4% | +35.2% |
| All | +280.4% | +114.7% | +165.7% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling