+70.1%
MDT vs CTAS
+814.6%
-744.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +1.0% | +2.0% | -0.9% | +0.2% |
| 30D | +9.2% | +8.7% | +0.5% | +5.3% |
| 3M | +14.5% | +13.3% | +1.2% | +8.4% |
| 6M | +37.3% | +39.4% | -2.1% | +18.7% |
| YTD | +9.8% | +21.5% | -11.7% | +0.3% |
| 1Y | +10.5% | +21.9% | -11.4% | +0.7% |
| 3Y | +57.4% | +73.6% | -16.2% | +19.5% |
| 5Y | +1.2% | +116.2% | -115.0% | -31.9% |
| All | +70.1% | +814.6% | -744.4% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling