+8,801.5%
MDT vs CTAS
+26,175.4%
-17,373.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +1.0% | +2.0% | -0.9% | +0.5% |
| 30D | +9.2% | +8.7% | +0.5% | +6.7% |
| 3M | +14.5% | +13.3% | +1.2% | +10.6% |
| 6M | +37.3% | +39.4% | -2.1% | +25.1% |
| YTD | +9.8% | +21.5% | -11.7% | +3.8% |
| 1Y | +10.5% | +21.9% | -11.4% | +4.3% |
| 3Y | +57.4% | +73.6% | -16.2% | +33.4% |
| 5Y | +1.2% | +116.2% | -115.0% | -20.0% |
| 10Y | +63.2% | +818.2% | -754.9% | -12.0% |
| All | +8,801.5% | +26,175.4% | -17,373.8% | +2,097.3% |
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