+211.3%
MCD vs CTAS
+848.9%
-637.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +5.9% | -0.7% | +6.7% | +6.3% |
| 30D | +19.6% | +10.3% | +9.4% | +15.1% |
| 3M | +3.3% | +10.2% | -6.9% | -0.7% |
| 6M | +3.5% | +34.4% | -30.9% | -8.3% |
| YTD | -6.1% | +19.6% | -25.7% | -13.1% |
| 1Y | -3.7% | +21.8% | -25.5% | -11.5% |
| 3Y | +13.4% | +74.1% | -60.8% | -11.9% |
| 5Y | +25.2% | +114.0% | -88.9% | -12.2% |
| 10Y | +211.3% | +813.9% | -602.7% | +42.4% |
| All | +211.3% | +848.9% | -637.6% | +42.4% |
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