-5.0%
MCD vs CTAS
+21.0%
-25.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.2% |
| 7D | +7.1% | +1.2% | +6.0% | +6.7% |
| 30D | +19.8% | +12.8% | +7.0% | +14.6% |
| 3M | +0.8% | +10.3% | -9.5% | -2.8% |
| 6M | -1.3% | +32.0% | -33.3% | -10.9% |
| YTD | -7.8% | +19.1% | -26.9% | -15.0% |
| 1Y | -5.0% | +21.5% | -26.4% | -13.3% |
| All | -5.0% | +21.0% | -25.9% | -13.3% |
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