+671.2%
CTAS vs MCO
+385.7%
+285.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.1% |
| 7D | -1.3% | -7.3% | +6.0% | +3.2% |
| 30D | -3.1% | -1.7% | -1.4% | -2.2% |
| 3M | +10.3% | +3.9% | +6.4% | +7.4% |
| 6M | +1.6% | +3.8% | -2.2% | -1.3% |
| YTD | +6.3% | -7.9% | +14.2% | +9.5% |
| 1Y | -0.5% | -6.8% | +6.4% | +1.4% |
| 3Y | +64.6% | +40.9% | +23.7% | +25.9% |
| 5Y | +106.0% | +27.5% | +78.5% | +64.2% |
| All | +671.2% | +385.7% | +285.5% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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