+25.6%
CTAS vs MXL
+276.5%
-250.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -11.1% | +13.5% | +1.8% |
| 7D | +7.6% | -24.3% | +32.0% | +6.2% |
| 30D | +17.2% | -46.1% | +63.3% | +14.2% |
| 3M | +12.8% | -21.8% | +34.6% | +12.1% |
| 6M | +38.0% | -27.2% | +65.2% | +37.1% |
| YTD | +22.7% | +226.2% | -203.5% | +21.9% |
| 1Y | +25.6% | +297.0% | -271.3% | +25.0% |
| All | +25.6% | +276.5% | -250.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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