-2.3%
MDB vs CTAS
+66.0%
-68.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -17.4% | -1.8% | -15.6% | -16.8% |
| 30D | -2.0% | -0.2% | -1.8% | -2.0% |
| 3M | -3.0% | +11.7% | -14.7% | -8.3% |
| 6M | +48.7% | +0.7% | +48.0% | +47.1% |
| YTD | -12.1% | +7.4% | -19.5% | -15.6% |
| 1Y | +14.5% | -2.1% | +16.6% | +14.8% |
| All | -2.3% | +66.0% | -68.3% | -35.5% |
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