-9.4%
CTAS vs MULL
+2,620.5%
-2,629.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -0.2% |
| 7D | +1.0% | +14.8% | -13.8% | +1.0% |
| 30D | -1.1% | +36.6% | -37.6% | -1.1% |
| 3M | +11.5% | -8.9% | +20.4% | +11.1% |
| 6M | +0.2% | +311.9% | -311.8% | -7.5% |
| YTD | +7.2% | +579.8% | -572.7% | -4.9% |
| 1Y | 0.0% | +2,421.5% | -2,421.6% | -20.9% |
| All | -9.4% | +2,620.5% | -2,629.9% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling