+671.2%
CTAS vs MTB
+172.9%
+498.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -1.3% | -0.4% | -0.9% | -1.1% |
| 30D | -3.1% | -4.6% | +1.5% | -1.4% |
| 3M | +10.3% | +7.4% | +2.9% | +7.2% |
| 6M | +1.6% | +18.7% | -17.0% | -5.0% |
| YTD | +6.3% | +21.1% | -14.7% | -1.6% |
| 1Y | -0.5% | +24.1% | -24.5% | -8.9% |
| 3Y | +64.6% | +115.3% | -50.8% | +18.3% |
| 5Y | +106.0% | +106.0% | 0.0% | +42.2% |
| All | +671.2% | +172.9% | +498.3% | +343.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling