+26,381.5%
CTAS vs MTB
+7,606.4%
+18,775.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.8% | -2.0% | +1.2% | 0.0% |
| 30D | +10.7% | +0.1% | +10.6% | +10.7% |
| 3M | +11.0% | -12.1% | +23.1% | +16.4% |
| 6M | +38.7% | +7.3% | +31.4% | +34.8% |
| YTD | +21.8% | +11.5% | +10.2% | +16.2% |
| 1Y | +23.6% | +21.3% | +2.3% | +14.2% |
| 3Y | +74.9% | +104.1% | -29.2% | +29.4% |
| 5Y | +119.5% | +61.8% | +57.6% | +70.3% |
| 10Y | +820.2% | +115.4% | +704.8% | +498.3% |
| All | +26,381.5% | +7,606.4% | +18,775.1% | +4,914.2% |
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