-7.5%
MDB vs CTAS
+23.7%
-31.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.7% |
| 7D | +3.0% | -0.8% | +3.7% | +3.1% |
| 30D | -11.3% | +10.7% | -22.1% | -12.8% |
| 3M | -23.0% | +11.0% | -34.0% | -24.3% |
| 6M | +14.8% | +38.7% | -24.0% | +4.0% |
| YTD | -19.4% | +21.8% | -41.2% | -22.3% |
| All | -7.5% | +23.7% | -31.2% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling