+21.9%
CTAS vs MKC
-25.8%
+47.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | +2.0% | -3.0% | +5.0% | +2.7% |
| 30D | +8.7% | +4.8% | +3.9% | +7.5% |
| 3M | +13.3% | -12.8% | +26.1% | +16.6% |
| 6M | +39.4% | +5.0% | +34.4% | +38.1% |
| YTD | +21.5% | -29.1% | +50.6% | +29.0% |
| 1Y | +21.9% | -26.4% | +48.3% | +27.8% |
| All | +21.9% | -25.8% | +47.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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