+116.0%
CTAS vs MLM
+25.7%
+90.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +2.0% | -0.9% | +2.9% | +2.3% |
| 30D | +8.7% | +9.0% | -0.3% | +4.8% |
| 3M | +13.3% | -5.6% | +18.8% | +15.6% |
| 6M | +39.4% | -10.7% | +50.1% | +44.8% |
| YTD | +21.5% | -17.2% | +38.7% | +29.2% |
| 1Y | +21.9% | -14.2% | +36.1% | +27.5% |
| 3Y | +73.6% | +15.6% | +58.0% | +53.9% |
| All | +116.0% | +25.7% | +90.4% | +80.3% |
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 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