+304.8%
MRVL vs CTSH
-7.8%
+312.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.6% | +10.7% | +7.3% |
| 7D | +3.2% | -2.7% | +5.9% | +3.4% |
| 30D | +5.9% | +12.4% | -6.4% | +4.7% |
| 3M | -29.3% | +17.4% | -46.7% | -28.4% |
| 6M | +186.5% | -3.1% | +189.6% | +219.3% |
| YTD | +163.4% | -23.6% | +187.0% | +243.2% |
| 1Y | +249.5% | -10.8% | +260.3% | +297.4% |
| All | +304.8% | -7.8% | +312.6% | +350.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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