+55.5%
MDT vs CTAS
+75.1%
-19.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -3.2% | -0.8% | -2.4% | -2.9% |
| 30D | +10.5% | +10.7% | -0.2% | +6.8% |
| 3M | +13.0% | +11.0% | +2.0% | +9.0% |
| 6M | +38.7% | +38.7% | -0.1% | +25.0% |
| YTD | +8.5% | +21.8% | -13.3% | +1.1% |
| 1Y | +10.0% | +23.6% | -13.5% | +2.1% |
| All | +55.5% | +75.1% | -19.6% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling