+213.3%
MCD vs CTAS
+820.8%
-607.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | -0.1% |
| 7D | +7.3% | +0.7% | +6.6% | +7.0% |
| 30D | +20.0% | +11.3% | +8.7% | +15.0% |
| 3M | +3.8% | +11.4% | -7.6% | -0.6% |
| 6M | +3.8% | +35.6% | -31.9% | -8.4% |
| YTD | -5.9% | +20.7% | -26.6% | -13.2% |
| 1Y | -3.2% | +22.8% | -26.1% | -11.4% |
| 3Y | +13.3% | +73.4% | -60.1% | -11.8% |
| 5Y | +25.2% | +117.6% | -92.4% | -12.8% |
| 10Y | +213.3% | +818.4% | -605.1% | +43.2% |
| All | +213.3% | +820.8% | -607.5% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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