+3,392.5%
CTAS vs MXL
+249.5%
+3,143.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.9% |
| 7D | -1.8% | +1.6% | -3.5% | -2.0% |
| 30D | -0.2% | -7.0% | +6.8% | 0.0% |
| 3M | +11.7% | -33.4% | +45.1% | +12.9% |
| 6M | +0.7% | +260.2% | -259.5% | -23.7% |
| YTD | +7.4% | +260.0% | -252.5% | -19.0% |
| 1Y | -2.1% | +303.5% | -305.6% | -28.2% |
| 3Y | +62.9% | +160.4% | -97.5% | +16.6% |
| 5Y | +111.9% | +14.7% | +97.2% | +66.9% |
| 10Y | +652.2% | +215.6% | +436.6% | +346.5% |
| All | +3,392.5% | +249.5% | +3,143.0% | +1,791.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling