+427.0%
MCK vs CTAS
+687.6%
-260.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.5% |
| 7D | -2.9% | +0.5% | -3.4% | -3.1% |
| 30D | +0.4% | -0.7% | +1.2% | +0.6% |
| 3M | +12.1% | +11.1% | +1.0% | +7.9% |
| 6M | -5.4% | +2.1% | -7.6% | -6.4% |
| YTD | +7.8% | +8.0% | -0.2% | +4.5% |
| 1Y | +22.9% | -0.5% | +23.4% | +22.4% |
| 3Y | +110.7% | +66.2% | +44.5% | +71.2% |
| 5Y | +346.2% | +109.2% | +237.0% | +226.9% |
| All | +427.0% | +687.6% | -260.6% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling