+114.6%
CTAS vs MLM
+41.9%
+72.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -1.8% | -2.9% | +1.1% | -0.7% |
| 30D | -0.2% | -6.8% | +6.6% | +2.6% |
| 3M | +11.7% | -11.2% | +22.9% | +16.7% |
| 6M | +0.7% | -21.8% | +22.5% | +10.7% |
| YTD | +7.4% | -17.0% | +24.4% | +14.3% |
| 1Y | -2.1% | -16.4% | +14.3% | +3.6% |
| 3Y | +62.9% | +14.5% | +48.5% | +45.8% |
| All | +114.6% | +41.9% | +72.7% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling