+2.9%
CTAS vs MULL
+1,351.1%
-1,348.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +24.0% | -23.1% | +1.0% |
| 7D | -0.8% | -2.5% | +1.8% | -0.7% |
| 30D | +10.7% | -40.1% | +50.8% | +10.6% |
| 3M | +11.0% | -28.2% | +39.2% | +10.9% |
| 6M | +38.7% | -39.6% | +78.3% | +36.5% |
| YTD | +21.8% | +262.6% | -240.9% | +7.9% |
| 1Y | +23.6% | +366.2% | -342.6% | +7.2% |
| All | +2.9% | +1,351.1% | -1,348.2% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling