+3,134.4%
MTZ vs CTAS
+23,129.2%
-19,994.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -40.8% |
| 6M | -21.9% | +0.7% | -22.7% | -24.0% |
| YTD | +9.1% | +7.4% | +1.7% | +3.1% |
| 1Y | +30.0% | -2.1% | +32.1% | +27.8% |
| 3Y | +138.5% | +62.9% | +75.5% | +85.6% |
| 5Y | +158.3% | +111.9% | +46.5% | +78.3% |
| 10Y | +700.8% | +652.2% | +48.6% | +225.7% |
| All | +3,134.4% | +23,129.2% | -19,994.8% | +426.2% |
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