+115.8%
MRVL vs CTSH
-13.5%
+129.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.2% | +10.1% |
| 7D | -9.8% | -2.3% | -7.5% | -9.4% |
| 30D | -43.8% | +7.4% | -51.3% | -46.2% |
| 3M | -29.3% | +10.9% | -40.2% | -34.3% |
| 6M | -9.1% | +24.7% | -33.7% | -24.5% |
| YTD | +82.2% | -22.0% | +104.2% | +116.8% |
| 1Y | +70.3% | -11.2% | +81.5% | +78.3% |
| 3Y | +197.0% | +3.9% | +193.2% | +159.7% |
| 5Y | +115.8% | -13.9% | +129.7% | +150.3% |
| All | +115.8% | -13.5% | +129.3% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling