+855.4%
MU vs CTAS
+75.4%
+780.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.3% |
| 7D | -22.0% | +1.2% | -23.2% | -22.1% |
| 30D | -36.6% | +12.8% | -49.3% | -37.5% |
| 3M | -21.7% | +10.3% | -32.0% | -22.8% |
| 6M | +3.5% | +32.0% | -28.4% | -6.5% |
| YTD | +141.9% | +19.1% | +122.8% | +130.4% |
| 1Y | +189.8% | +21.5% | +168.4% | +171.9% |
| 3Y | +855.4% | +76.0% | +779.3% | +581.2% |
| All | +855.4% | +75.4% | +780.0% | +581.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 3y: compounded portfolio wealth divided by compounded CTAS 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…
3y analysis · Full analysis span regression · 6 months rolling