+10.1%
MDB vs CTAS
-0.9%
+11.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -18.0% | 0.0% | -18.0% | -18.0% |
| 30D | -10.7% | -1.0% | -9.7% | -10.7% |
| 3M | +1.0% | +15.8% | -14.8% | -3.4% |
| 6M | +31.6% | -1.0% | +32.6% | +26.5% |
| YTD | -15.2% | +7.4% | -22.6% | -17.4% |
| 1Y | +10.1% | -0.1% | +10.2% | +5.0% |
| All | +10.1% | -0.9% | +11.0% | +5.0% |
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