+540.9%
MPC vs CASY
+254.0%
+286.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.2% | -6.1% | -4.2% |
| 7D | -12.8% | +1.8% | -14.6% | -13.0% |
| 30D | -12.7% | +11.2% | -23.9% | -14.2% |
| 3M | +27.1% | -19.1% | +46.1% | +30.8% |
| 6M | +45.8% | -19.9% | +65.7% | +50.0% |
| YTD | +134.7% | +25.2% | +109.5% | +124.3% |
| 1Y | +106.0% | +31.6% | +74.4% | +95.1% |
| 3Y | +165.5% | +155.4% | +10.1% | +118.1% |
| 5Y | +540.9% | +251.5% | +289.4% | +391.3% |
| All | +540.9% | +254.0% | +286.9% | +391.3% |
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