+106.0%
CTAS vs MXL
+29.7%
+76.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.7% |
| 7D | -1.3% | +16.6% | -17.9% | -1.9% |
| 30D | -3.1% | +0.5% | -3.5% | -3.3% |
| 3M | +10.3% | -3.6% | +13.9% | +8.4% |
| 6M | +1.6% | +328.0% | -326.4% | -14.9% |
| YTD | +6.3% | +297.8% | -291.5% | -10.7% |
| 1Y | -0.5% | +339.4% | -339.9% | -17.8% |
| 3Y | +64.6% | +201.7% | -137.2% | +32.3% |
| 5Y | +106.0% | +32.8% | +73.2% | +86.8% |
| All | +106.0% | +29.7% | +76.3% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling