+1,015.6%
MRVL vs CTVA
+208.7%
+806.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.3% |
| 7D | +5.6% | -4.5% | +10.1% | +7.4% |
| 30D | +8.8% | +11.3% | -2.6% | +3.8% |
| 3M | -15.9% | +12.3% | -28.2% | -21.1% |
| 6M | +161.3% | +7.2% | +154.1% | +149.6% |
| YTD | +178.2% | +26.0% | +152.2% | +148.0% |
| 1Y | +255.3% | +16.0% | +239.3% | +225.7% |
| 3Y | +323.1% | +73.9% | +249.2% | +220.9% |
| 5Y | +293.2% | +103.8% | +189.4% | +180.2% |
| All | +1,015.6% | +208.7% | +806.9% | +521.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling