+6,406.5%
MCD vs CTAS
+26,263.6%
-19,857.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +16.0% | +10.2% | +5.8% | +13.3% |
| 3M | 0.0% | +12.1% | -12.1% | -2.8% |
| 6M | +0.9% | +38.3% | -37.3% | -7.0% |
| YTD | -8.7% | +21.9% | -30.6% | -13.4% |
| 1Y | -8.6% | +24.0% | -32.6% | -13.6% |
| 3Y | +9.9% | +75.1% | -65.3% | -5.4% |
| 5Y | +22.6% | +116.9% | -94.3% | -0.5% |
| 10Y | +204.6% | +821.3% | -616.6% | +75.1% |
| All | +6,406.5% | +26,263.6% | -19,857.1% | +1,638.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling