+1,079.5%
MPC vs CASY
+553.2%
+526.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -16.2% | +1.1% | -17.3% | -16.6% |
| 30D | -15.7% | +8.7% | -24.4% | -18.4% |
| 3M | +24.9% | -17.3% | +42.2% | +32.4% |
| 6M | +52.7% | -19.7% | +72.4% | +62.1% |
| YTD | +131.9% | +24.8% | +107.0% | +105.6% |
| 1Y | +96.6% | +31.9% | +64.7% | +70.1% |
| 3Y | +163.8% | +155.4% | +8.4% | +62.5% |
| 5Y | +533.1% | +250.6% | +282.6% | +220.5% |
| All | +1,079.5% | +553.2% | +526.3% | +395.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling