+116.3%
MP vs CTAS
+78.6%
+37.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -6.0% |
| 7D | -19.0% | +3.8% | -22.8% | -19.1% |
| 30D | -30.5% | +15.5% | -46.0% | -31.3% |
| 3M | -29.6% | +12.7% | -42.3% | -30.3% |
| 6M | -50.4% | +34.5% | -84.9% | -53.1% |
| YTD | -33.2% | +21.3% | -54.5% | -35.0% |
| 1Y | -38.6% | +23.1% | -61.7% | -40.6% |
| All | +116.3% | +78.6% | +37.7% | +21.1% |
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