+3.0%
CTAS vs MULL
+1,303.2%
-1,300.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.1% |
| 7D | +0.5% | +43.3% | -42.8% | +0.6% |
| 30D | +10.2% | -37.4% | +47.7% | +10.1% |
| 3M | +12.1% | -36.8% | +48.9% | +12.0% |
| 6M | +38.3% | -36.9% | +75.1% | +35.6% |
| YTD | +21.9% | +250.7% | -228.8% | +8.1% |
| 1Y | +24.0% | +337.6% | -313.6% | +7.8% |
| All | +3.0% | +1,303.2% | -1,300.1% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling