+959.5%
MDB vs CTAS
+565.5%
+394.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +11.6% | +0.5% | +11.1% | +11.2% |
| 30D | -8.9% | +10.2% | -19.2% | -14.8% |
| 3M | -22.4% | +12.1% | -34.5% | -28.5% |
| 6M | +10.1% | +38.3% | -28.2% | -12.5% |
| YTD | -19.0% | +21.9% | -40.9% | -30.4% |
| 1Y | -7.0% | +24.0% | -31.0% | -21.1% |
| 3Y | -9.8% | +75.1% | -85.0% | -42.1% |
| 5Y | -40.1% | +116.9% | -157.0% | -66.1% |
| All | +959.5% | +565.5% | +394.0% | +181.1% |
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