-40.5%
MDB vs CTAS
+115.9%
-156.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +6.8% | +2.0% | +4.9% | +5.2% |
| 30D | -6.2% | +8.7% | -14.9% | -12.8% |
| 3M | -29.2% | +13.3% | -42.5% | -36.8% |
| 6M | +10.3% | +39.4% | -29.1% | -19.5% |
| YTD | -20.4% | +21.5% | -41.9% | -34.6% |
| 1Y | -4.8% | +21.9% | -26.7% | -22.4% |
| 3Y | -11.6% | +73.6% | -85.2% | -59.3% |
| All | -40.5% | +115.9% | -156.4% | -80.9% |
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