+818.4%
CTAS vs MLM
+149.0%
+669.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +1.2% |
| 7D | +0.7% | -2.9% | +3.5% | +2.0% |
| 30D | +11.3% | +10.4% | +0.9% | +6.2% |
| 3M | +11.4% | -3.7% | +15.1% | +12.9% |
| 6M | +35.6% | -10.3% | +45.9% | +41.1% |
| YTD | +20.7% | -14.8% | +35.5% | +27.5% |
| 1Y | +22.8% | -13.9% | +36.7% | +29.0% |
| 3Y | +73.4% | +18.4% | +55.0% | +53.3% |
| 5Y | +117.6% | +31.8% | +85.8% | +78.3% |
| 10Y | +818.4% | +143.4% | +675.0% | +396.3% |
| All | +818.4% | +149.0% | +669.5% | +396.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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