+39.3%
MTZ vs CTAS
-0.9%
+40.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +3.6% | 0.0% | +3.6% | +3.5% |
| 30D | -9.6% | -1.0% | -8.6% | -9.9% |
| 3M | -31.9% | +15.8% | -47.7% | -28.9% |
| 6M | -13.8% | -1.0% | -12.8% | -7.9% |
| YTD | +13.3% | +7.4% | +5.8% | +20.3% |
| 1Y | +39.3% | -0.1% | +39.4% | +55.3% |
| All | +39.3% | -0.9% | +40.2% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling