+23,259.8%
CTAS vs MTB
+8,294.1%
+14,965.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.8% | +1.7% | -3.5% | -2.5% |
| 30D | -0.2% | -4.2% | +4.0% | +1.4% |
| 3M | +11.7% | +8.9% | +2.8% | +8.0% |
| 6M | +0.7% | +10.9% | -10.2% | -3.4% |
| YTD | +7.4% | +21.5% | -14.1% | -0.7% |
| 1Y | -2.1% | +21.9% | -24.0% | -9.8% |
| 3Y | +62.9% | +109.2% | -46.3% | +19.1% |
| 5Y | +111.9% | +102.0% | +9.9% | +50.1% |
| 10Y | +652.2% | +171.9% | +480.3% | +347.5% |
| All | +23,259.8% | +8,294.1% | +14,965.7% | +4,184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling