+22.7%
MCD vs CTAS
+109.9%
-87.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.2% | +0.1% |
| 7D | +7.1% | +1.2% | +6.0% | +6.7% |
| 30D | +19.8% | +12.8% | +7.0% | +14.8% |
| 3M | +0.8% | +10.3% | -9.5% | -2.6% |
| 6M | -1.3% | +32.0% | -33.3% | -10.7% |
| YTD | -7.8% | +19.1% | -26.9% | -13.7% |
| 1Y | -5.0% | +21.5% | -26.4% | -11.7% |
| 3Y | +10.5% | +76.0% | -65.5% | -12.7% |
| All | +22.7% | +109.9% | -87.2% | -13.2% |
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 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