+601.0%
MPC vs CASY
+266.7%
+334.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | +11.2% | +3.6% | +7.7% | +10.7% |
| 30D | -14.5% | +9.1% | -23.5% | -15.6% |
| 3M | +16.7% | -16.5% | +33.2% | +19.6% |
| 6M | +67.6% | -19.7% | +87.3% | +72.4% |
| YTD | +157.9% | +29.3% | +128.7% | +145.4% |
| 1Y | +116.7% | +33.1% | +83.5% | +104.9% |
| 3Y | +199.8% | +158.5% | +41.2% | +146.7% |
| All | +601.0% | +266.7% | +334.4% | +429.4% |
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