-2.1%
CTAS vs MULL
+3,061.6%
-3,063.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.8% | -12.1% | +0.2% |
| 7D | -1.8% | +17.3% | -19.1% | -1.1% |
| 30D | -0.2% | +23.5% | -23.7% | +0.9% |
| 3M | +11.7% | -24.0% | +35.7% | +13.0% |
| 6M | +0.7% | +276.7% | -276.0% | +2.7% |
| YTD | +7.4% | +565.1% | -557.7% | +9.7% |
| 1Y | -2.1% | +2,802.6% | -2,804.7% | +1.8% |
| All | -2.1% | +3,061.6% | -3,063.7% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling