+920.8%
MDB vs CTAS
+552.8%
+368.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.3% | +4.4% |
| 7D | -0.9% | -0.7% | -0.2% | -0.5% |
| 30D | -15.2% | +10.3% | -25.4% | -20.7% |
| 3M | -17.9% | +10.2% | -28.1% | -23.5% |
| 6M | +9.3% | +34.4% | -25.0% | -11.5% |
| YTD | -22.0% | +19.6% | -41.6% | -32.1% |
| 1Y | -9.3% | +21.8% | -31.1% | -22.2% |
| 3Y | -10.4% | +74.1% | -84.5% | -42.3% |
| 5Y | -43.2% | +114.0% | -157.3% | -67.6% |
| All | +920.8% | +552.8% | +368.0% | +174.1% |
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