+237.4%
MP vs CTAS
+261.9%
-24.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.5% |
| 7D | -19.0% | +3.8% | -22.8% | -20.4% |
| 30D | -30.5% | +15.5% | -46.0% | -35.3% |
| 3M | -29.6% | +12.7% | -42.3% | -33.8% |
| 6M | -50.4% | +34.5% | -84.9% | -58.6% |
| YTD | -33.2% | +21.3% | -54.5% | -41.2% |
| 1Y | -38.6% | +23.1% | -61.7% | -46.6% |
| 3Y | +105.5% | +79.3% | +26.1% | +28.1% |
| 5Y | -7.8% | +114.7% | -122.5% | -50.6% |
| All | +237.4% | +261.9% | -24.5% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling