+1,010.1%
MDB vs CTAS
+486.5%
+523.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -18.0% | 0.0% | -18.0% | -17.9% |
| 30D | -10.7% | -1.0% | -9.7% | -10.2% |
| 3M | +1.0% | +15.8% | -14.8% | -9.4% |
| 6M | +31.6% | -1.0% | +32.6% | +30.8% |
| YTD | -15.2% | +7.4% | -22.6% | -20.3% |
| 1Y | +10.1% | -0.1% | +10.2% | +8.0% |
| 3Y | -5.6% | +66.3% | -71.9% | -37.2% |
| 5Y | -24.5% | +111.0% | -135.5% | -55.6% |
| All | +1,010.1% | +486.5% | +523.6% | +221.8% |
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