+127.0%
MP vs CTAS
+75.4%
+51.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.0% |
| 7D | -10.5% | +1.2% | -11.7% | -10.6% |
| 30D | -23.5% | +12.8% | -36.3% | -24.3% |
| 3M | -25.4% | +10.3% | -35.7% | -26.1% |
| 6M | -51.3% | +32.0% | -83.3% | -53.8% |
| YTD | -29.9% | +19.1% | -49.0% | -31.8% |
| 1Y | -31.8% | +21.5% | -53.3% | -34.2% |
| 3Y | +127.0% | +76.0% | +50.9% | +27.1% |
| All | +127.0% | +75.4% | +51.6% | +27.1% |
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