+157.9%
MTZ vs CTAS
+113.1%
+44.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | -1.6% | -1.8% | +0.2% | -0.8% |
| 30D | -11.1% | -0.2% | -10.9% | -11.1% |
| 3M | -36.7% | +11.7% | -48.4% | -41.1% |
| 6M | -21.9% | +0.7% | -22.7% | -23.3% |
| YTD | +9.1% | +7.4% | +1.7% | +2.9% |
| 1Y | +30.0% | -2.1% | +32.1% | +29.6% |
| 3Y | +138.5% | +62.9% | +75.5% | +68.1% |
| All | +157.9% | +113.1% | +44.8% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling