-24.7%
MDB vs CTAS
+113.1%
-137.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.8% |
| 7D | -17.4% | -1.8% | -15.6% | -16.0% |
| 30D | -2.0% | -0.2% | -1.8% | -2.0% |
| 3M | -3.0% | +11.7% | -14.7% | -13.6% |
| 6M | +48.7% | +0.7% | +48.0% | +45.4% |
| YTD | -12.1% | +7.4% | -19.5% | -19.3% |
| 1Y | +14.5% | -2.1% | +16.6% | +13.9% |
| 3Y | -6.1% | +62.9% | -69.1% | -54.8% |
| All | -24.7% | +113.1% | -137.8% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling