+10,449.3%
CTAS vs MLM
+2,961.7%
+7,487.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -1.8% | -2.9% | +1.1% | -0.8% |
| 30D | -0.2% | -6.8% | +6.6% | +2.3% |
| 3M | +11.7% | -11.2% | +22.9% | +16.3% |
| 6M | +0.7% | -21.8% | +22.5% | +9.5% |
| YTD | +7.4% | -17.0% | +24.4% | +13.8% |
| 1Y | -2.1% | -16.4% | +14.3% | +3.2% |
| 3Y | +62.9% | +14.5% | +48.5% | +50.8% |
| 5Y | +111.9% | +41.7% | +70.1% | +78.8% |
| 10Y | +652.2% | +200.0% | +452.1% | +362.9% |
| All | +10,449.3% | +2,961.7% | +7,487.6% | +2,493.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling