+167.0%
MPC vs CASY
+154.8%
+12.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.1% |
| 7D | -12.8% | +1.8% | -14.6% | -12.9% |
| 30D | -12.7% | +11.2% | -23.9% | -13.7% |
| 3M | +27.1% | -19.1% | +46.1% | +29.8% |
| 6M | +45.8% | -19.9% | +65.7% | +48.7% |
| YTD | +134.7% | +25.2% | +109.5% | +128.9% |
| 1Y | +106.0% | +31.6% | +74.4% | +99.9% |
| All | +167.0% | +154.8% | +12.3% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling