+20.8%
MCD vs CTAS
+115.9%
-95.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | +2.0% | -3.6% | -2.3% |
| 30D | +14.1% | +8.7% | +5.4% | +10.8% |
| 3M | +0.6% | +13.3% | -12.7% | -3.7% |
| 6M | 0.0% | +39.4% | -39.4% | -11.2% |
| YTD | -9.3% | +21.5% | -30.8% | -15.7% |
| 1Y | -9.3% | +21.9% | -31.2% | -15.9% |
| 3Y | +8.6% | +73.6% | -65.0% | -13.7% |
| All | +20.8% | +115.9% | -95.1% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling