+8,907.2%
CTAS vs MDY
+2,644.5%
+6,262.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.6% |
| 7D | 0.0% | +1.0% | -1.1% | -0.9% |
| 30D | -1.0% | -3.1% | +2.1% | +1.7% |
| 3M | +15.8% | +1.8% | +13.9% | +13.5% |
| 6M | -1.0% | +10.8% | -11.8% | -10.1% |
| YTD | +7.4% | +14.4% | -7.0% | -5.5% |
| 1Y | -0.1% | +15.2% | -15.3% | -12.9% |
| 3Y | +66.3% | +51.2% | +15.1% | +11.3% |
| 5Y | +111.0% | +47.2% | +63.7% | +42.4% |
| 10Y | +662.9% | +171.1% | +491.8% | +200.1% |
| All | +8,907.2% | +2,644.5% | +6,262.7% | +397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling