+106.0%
CTAS vs MTCH
-72.5%
+178.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.3% | -1.4% | +0.1% | -1.1% |
| 30D | -3.1% | +13.6% | -16.7% | -5.1% |
| 3M | +10.3% | +22.4% | -12.1% | +6.5% |
| 6M | +1.6% | +37.2% | -35.5% | -3.9% |
| YTD | +6.3% | +31.8% | -25.5% | +1.0% |
| 1Y | -0.5% | +12.9% | -13.4% | -3.2% |
| 3Y | +64.6% | -1.1% | +65.7% | +60.4% |
| 5Y | +106.0% | -73.5% | +179.5% | +143.4% |
| All | +106.0% | -72.5% | +178.5% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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