+1,049.8%
MDB vs CTAS
+486.4%
+563.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -17.4% | -1.8% | -15.6% | -16.4% |
| 30D | -2.0% | -0.2% | -1.8% | -1.9% |
| 3M | -3.0% | +11.7% | -14.7% | -10.9% |
| 6M | +48.7% | +0.7% | +48.0% | +46.2% |
| YTD | -12.1% | +7.4% | -19.5% | -17.4% |
| 1Y | +14.5% | -2.1% | +16.6% | +13.8% |
| 3Y | -6.1% | +62.9% | -69.1% | -36.6% |
| 5Y | -27.3% | +111.9% | -139.2% | -57.4% |
| All | +1,049.8% | +486.4% | +563.4% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling