-3.2%
MCD vs CTAS
+24.0%
-27.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +15.2% |
| 3M | +3.8% | +11.4% | -7.6% | -0.3% |
| 6M | +3.8% | +35.6% | -31.9% | -7.3% |
| YTD | -5.9% | +20.7% | -26.6% | -13.7% |
| 1Y | -3.2% | +22.8% | -26.1% | -12.0% |
| All | -3.2% | +24.0% | -27.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling