+834.0%
CTAS vs MLM
+185.4%
+648.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.0% |
| 7D | +1.2% | -4.1% | +5.3% | +3.0% |
| 30D | +12.8% | +8.2% | +4.6% | +8.7% |
| 3M | +10.3% | -3.6% | +13.9% | +11.7% |
| 6M | +32.0% | -15.6% | +47.5% | +41.1% |
| YTD | +19.1% | -16.4% | +35.6% | +26.9% |
| 1Y | +21.5% | -14.3% | +35.8% | +27.8% |
| 3Y | +76.0% | +19.3% | +56.7% | +55.3% |
| 5Y | +110.9% | +29.6% | +81.3% | +74.6% |
| All | +834.0% | +185.4% | +648.5% | +406.4% |
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