+683.1%
CTAS vs MXL
+313.4%
+369.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | +0.8% |
| 7D | +0.5% | +18.9% | -18.3% | -1.3% |
| 30D | -0.7% | +0.3% | -1.1% | -1.2% |
| 3M | +11.1% | -8.0% | +19.1% | +8.4% |
| 6M | +2.1% | +341.2% | -339.1% | -25.2% |
| YTD | +8.0% | +327.8% | -319.9% | -21.1% |
| 1Y | -0.5% | +364.9% | -365.4% | -29.0% |
| 3Y | +66.2% | +229.2% | -163.0% | +12.9% |
| 5Y | +109.2% | +42.8% | +66.4% | +60.5% |
| All | +683.1% | +313.4% | +369.8% | +275.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling