+534.5%
MPC vs CASY
+250.1%
+284.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -16.2% | +1.1% | -17.3% | -16.3% |
| 30D | -15.7% | +8.7% | -24.4% | -16.8% |
| 3M | +24.9% | -17.3% | +42.2% | +28.2% |
| 6M | +52.7% | -19.7% | +72.4% | +57.0% |
| YTD | +131.9% | +24.8% | +107.0% | +121.6% |
| 1Y | +96.6% | +31.9% | +64.7% | +86.1% |
| 3Y | +163.8% | +155.4% | +8.4% | +116.6% |
| All | +534.5% | +250.1% | +284.3% | +386.4% |
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 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