+109.6%
CTAS vs MDY
+45.8%
+63.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.4% |
| 7D | +1.0% | -0.8% | +1.8% | +1.5% |
| 30D | -1.1% | -3.9% | +2.8% | +1.4% |
| 3M | +11.5% | 0.0% | +11.6% | +11.2% |
| 6M | +0.2% | +8.5% | -8.4% | -5.6% |
| YTD | +7.2% | +13.2% | -6.0% | -2.1% |
| 1Y | 0.0% | +15.0% | -15.0% | -9.7% |
| 3Y | +65.9% | +49.6% | +16.3% | +21.9% |
| 5Y | +109.6% | +46.0% | +63.6% | +55.5% |
| All | +109.6% | +45.8% | +63.7% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling