+1,315.7%
MU vs CTAS
+113.1%
+1,202.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +9.0% | -1.8% | +10.8% | +9.8% |
| 30D | +13.8% | -0.2% | +14.0% | +13.6% |
| 3M | +2.1% | +11.7% | -9.6% | -6.6% |
| 6M | +153.8% | +0.7% | +153.1% | +147.3% |
| YTD | +256.4% | +7.4% | +249.0% | +229.3% |
| 1Y | +719.8% | -2.1% | +721.9% | +708.7% |
| 3Y | +1,360.4% | +62.9% | +1,297.4% | +852.0% |
| All | +1,315.7% | +113.1% | +1,202.6% | +632.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling