+277.0%
MTZ vs CTAS
+75.3%
+201.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +16.5% | +0.5% | +16.0% | +16.3% |
| 30D | -10.2% | +10.2% | -20.4% | -12.1% |
| 3M | -34.2% | +12.1% | -46.2% | -35.8% |
| 6M | -56.0% | +38.3% | -94.2% | -60.9% |
| YTD | -14.8% | +21.9% | -36.7% | -19.9% |
| 1Y | -7.2% | +24.0% | -31.3% | -13.7% |
| All | +277.0% | +75.3% | +201.7% | +186.8% |
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