+109.6%
CTAS vs MKC
-34.7%
+144.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +1.0% | -4.3% | +5.3% | +2.2% |
| 30D | -1.1% | -3.1% | +2.0% | -0.3% |
| 3M | +11.5% | +6.8% | +4.7% | +9.4% |
| 6M | +0.2% | -18.3% | +18.5% | +5.2% |
| YTD | +7.2% | -23.1% | +30.2% | +14.1% |
| 1Y | 0.0% | -23.7% | +23.7% | +6.5% |
| 3Y | +65.9% | -31.0% | +96.9% | +81.8% |
| 5Y | +109.6% | -33.5% | +143.1% | +136.2% |
| All | +109.6% | -34.7% | +144.2% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling