+956.3%
MRVL vs CTVA
+223.3%
+733.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.9% | +7.4% |
| 7D | +3.2% | +4.9% | -1.7% | +1.2% |
| 30D | +5.9% | +11.9% | -6.0% | +1.0% |
| 3M | -29.3% | +13.7% | -43.0% | -33.9% |
| 6M | +186.5% | +13.1% | +173.3% | +168.1% |
| YTD | +163.4% | +32.0% | +131.5% | +130.9% |
| 1Y | +249.5% | +22.1% | +227.4% | +214.3% |
| 3Y | +289.4% | +77.5% | +211.9% | +193.7% |
| 5Y | +270.2% | +106.3% | +164.0% | +162.9% |
| All | +956.3% | +223.3% | +733.0% | +478.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling