+195.7%
MRVL vs CTVA
+49.4%
+146.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -5.1% |
| 7D | +11.0% | -20.8% | +31.8% | +15.1% |
| 30D | -36.1% | -29.6% | -6.5% | -32.1% |
| 3M | -29.4% | -16.9% | -12.5% | -28.5% |
| 6M | -11.9% | -24.3% | +12.4% | -9.5% |
| YTD | +84.8% | -5.6% | +90.4% | +74.7% |
| 1Y | +79.4% | -4.2% | +83.6% | +68.6% |
| 3Y | +195.7% | +43.3% | +152.5% | +147.6% |
| All | +195.7% | +49.4% | +146.3% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling