+7.8%
CTAS vs MDLN
-0.9%
+8.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | +0.6% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | -1.0% | -1.5% | +0.5% | -0.9% |
| 3M | +15.8% | +2.6% | +13.1% | +16.1% |
| 6M | -1.0% | -20.9% | +19.9% | +0.6% |
| YTD | +7.4% | -17.4% | +24.8% | +9.7% |
| All | +7.8% | -0.9% | +8.7% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling