+8,693.4%
MDT vs CTAS
+26,233.5%
-17,540.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | +10.5% | +10.7% | -0.2% | +7.4% |
| 3M | +13.0% | +11.0% | +2.0% | +9.7% |
| 6M | +38.7% | +38.7% | -0.1% | +26.5% |
| YTD | +8.5% | +21.8% | -13.3% | +2.4% |
| 1Y | +10.0% | +23.6% | -13.5% | +3.4% |
| 3Y | +58.6% | +74.9% | -16.3% | +34.1% |
| 5Y | -0.3% | +119.5% | -119.8% | -21.4% |
| 10Y | +61.3% | +820.2% | -758.9% | -13.1% |
| All | +8,693.4% | +26,233.5% | -17,540.1% | +2,069.3% |
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