How to get a raise, from millennials who tripled their salaries

The more value you can add to the company, the easier it will be to ask for a raise. "Trying to stay ahead of the curve was always my magic trick," Julien tells CNBC Make It . "Whenever there were data analysis tools or marketing tools that I felt that I could learn that other people on the team didn't learn, I made a point to sharpen those skills so I could differentiate myself."

Don't just form relationships with people you see and work with every day, says Julien: "I was always making sure I had a network outside of my immediate department." By talking to people other than his team, he gained a broader understanding of what was going on in the company and how he could help contribute to its larger mission.

"But the reality is, companies don't have a reliable way to keep track of the going rate for your skills. Unfortunately, salaries aren't dynamic based on the changing needs of the job market. The only way to understand is to go interview for yourself."

At the end of the day, if you want to increase your salary, you can't wait for someone to offer a raise, no matter how hard you're working. You have to be prepared to ask and back it up.