-11.6%
MDB vs CTAS
+74.7%
-86.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +6.8% | +2.0% | +4.9% | +6.2% |
| 30D | -6.2% | +8.7% | -14.9% | -8.9% |
| 3M | -29.2% | +13.3% | -42.5% | -32.4% |
| 6M | +10.3% | +39.4% | -29.1% | -3.8% |
| YTD | -20.4% | +21.5% | -41.9% | -26.6% |
| 1Y | -4.8% | +21.9% | -26.7% | -12.5% |
| 3Y | -11.6% | +73.6% | -85.2% | -35.7% |
| All | -11.6% | +74.7% | -86.3% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling