-0.5%
CTAS vs MXL
+366.1%
-366.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | +1.8% |
| 7D | +0.5% | +18.9% | -18.3% | +1.3% |
| 30D | -0.7% | +0.3% | -1.1% | -0.5% |
| 3M | +11.1% | -8.0% | +19.1% | +11.2% |
| 6M | +2.1% | +341.2% | -339.1% | +0.1% |
| YTD | +8.0% | +327.8% | -319.9% | +5.7% |
| 1Y | -0.5% | +364.9% | -365.4% | -3.0% |
| All | -0.5% | +366.1% | -366.5% | -3.0% |
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