+642.2%
MPC vs CASY
+276.6%
+365.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.4% | +0.1% | +5.4% | +5.4% |
| 30D | +31.0% | -11.3% | +42.3% | +33.5% |
| 3M | +46.0% | -0.6% | +46.7% | +45.7% |
| 6M | +77.3% | +10.7% | +66.6% | +73.5% |
| YTD | +141.9% | +37.1% | +104.8% | +128.0% |
| 1Y | +120.9% | +52.3% | +68.6% | +103.9% |
| 3Y | +182.7% | +215.2% | -32.5% | +119.3% |
| All | +642.2% | +276.6% | +365.6% | +460.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling