+114.7%
CTAS vs MLM
+30.6%
+84.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.0% | +1.0% |
| 7D | +3.8% | -1.2% | +5.1% | +4.3% |
| 30D | +15.5% | +7.9% | +7.6% | +11.9% |
| 3M | +12.7% | -4.5% | +17.2% | +14.5% |
| 6M | +34.5% | -12.6% | +47.1% | +41.1% |
| YTD | +21.3% | -14.9% | +36.2% | +27.5% |
| 1Y | +23.1% | -13.1% | +36.1% | +28.1% |
| 3Y | +79.3% | +21.2% | +58.1% | +55.8% |
| 5Y | +114.7% | +32.0% | +82.7% | +74.5% |
| All | +114.7% | +30.6% | +84.1% | +74.5% |
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