+23.2%
CTAS vs MDLN
+15.3%
+7.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +18.4% | -16.0% | -0.1% |
| 7D | +7.6% | +24.7% | -17.0% | +4.2% |
| 30D | +17.2% | +12.7% | +4.5% | +15.0% |
| 3M | +12.8% | -4.0% | +16.8% | +12.8% |
| 6M | +38.0% | -8.7% | +46.7% | +37.3% |
| YTD | +22.7% | -3.9% | +26.6% | +22.4% |
| All | +23.2% | +15.3% | +7.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling