-1.1%
MRVL vs CTAS
+37.0%
-38.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.5% | +10.6% |
| 7D | +5.6% | -0.8% | +6.4% | +4.1% |
| 30D | -36.5% | +10.7% | -47.2% | -25.2% |
| 3M | -20.5% | +11.0% | -31.5% | -6.7% |
| 6M | -1.1% | +38.7% | -39.9% | +73.0% |
| All | -1.1% | +37.0% | -38.1% | +73.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling