+501.4%
MTZ vs CTAS
+840.0%
-338.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.8% | +11.3% | +10.6% |
| 7D | -6.4% | +1.2% | -7.6% | -7.4% |
| 30D | -22.1% | +12.8% | -34.8% | -28.0% |
| 3M | -32.7% | +10.3% | -43.0% | -37.2% |
| 6M | -59.8% | +32.0% | -91.8% | -67.4% |
| YTD | -19.9% | +19.1% | -39.0% | -31.1% |
| 1Y | -11.5% | +21.5% | -32.9% | -25.0% |
| 3Y | +258.1% | +76.0% | +182.0% | +131.0% |
| 5Y | +85.5% | +110.9% | -25.3% | +4.1% |
| All | +501.4% | +840.0% | -338.6% | +14.0% |
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