+875.5%
MDB vs CTAS
+550.4%
+325.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.8% |
| 7D | -11.4% | +1.2% | -12.5% | -12.2% |
| 30D | -13.8% | +12.8% | -26.6% | -20.6% |
| 3M | -15.5% | +10.3% | -25.7% | -21.3% |
| 6M | +17.9% | +32.0% | -14.1% | -3.4% |
| YTD | -25.5% | +19.1% | -44.6% | -35.0% |
| 1Y | -12.1% | +21.5% | -33.6% | -24.5% |
| 3Y | -5.9% | +76.0% | -81.9% | -39.9% |
| 5Y | -43.7% | +110.9% | -154.6% | -67.6% |
| All | +875.5% | +550.4% | +325.0% | +162.5% |
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 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