+818.6%
CTAS vs MLM
+140.0%
+678.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | +0.5% | -2.0% | +2.5% | +1.4% |
| 30D | +10.2% | +9.5% | +0.7% | +5.6% |
| 3M | +12.1% | -4.7% | +16.8% | +14.1% |
| 6M | +38.3% | -10.7% | +49.0% | +44.1% |
| YTD | +21.9% | -16.6% | +38.5% | +30.0% |
| 1Y | +24.0% | -15.4% | +39.4% | +31.3% |
| 3Y | +75.1% | +15.9% | +59.2% | +56.3% |
| 5Y | +116.9% | +27.1% | +89.8% | +80.7% |
| All | +818.6% | +140.0% | +678.6% | +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