-10.1%
CTAS vs MULL
+2,366.2%
-2,376.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.3% | +8.5% | -0.8% |
| 7D | -1.3% | +3.6% | -4.9% | -1.3% |
| 30D | -3.1% | +22.0% | -25.1% | -3.1% |
| 3M | +10.3% | -8.6% | +18.9% | +9.7% |
| 6M | +1.6% | +248.5% | -246.9% | -5.9% |
| YTD | +6.3% | +516.3% | -510.0% | -5.7% |
| 1Y | -0.5% | +2,036.6% | -2,037.1% | -20.8% |
| All | -10.1% | +2,366.2% | -2,376.3% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling