+815.5%
CTAS vs MLM
+138.2%
+677.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +2.0% | -0.9% | +2.9% | +2.4% |
| 30D | +8.7% | +9.0% | -0.3% | +4.3% |
| 3M | +13.3% | -5.6% | +18.8% | +15.8% |
| 6M | +39.4% | -10.7% | +50.1% | +45.2% |
| YTD | +21.5% | -17.2% | +38.7% | +30.0% |
| 1Y | +21.9% | -14.2% | +36.1% | +28.2% |
| 3Y | +73.6% | +15.6% | +58.0% | +55.1% |
| 5Y | +116.2% | +26.2% | +90.0% | +80.7% |
| All | +815.5% | +138.2% | +677.2% | +400.4% |
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