+3,101.0%
MPC vs CASY
+1,823.4%
+1,277.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +36.6% |
| 3M | +46.0% | -0.6% | +46.7% | +44.7% |
| 6M | +77.3% | +10.7% | +66.6% | +67.7% |
| YTD | +141.9% | +37.1% | +104.8% | +110.7% |
| 1Y | +120.9% | +52.3% | +68.6% | +83.7% |
| 3Y | +182.7% | +215.2% | -32.5% | +67.0% |
| 5Y | +646.4% | +276.5% | +369.9% | +297.9% |
| 10Y | +1,138.7% | +508.4% | +630.4% | +440.1% |
| All | +3,101.0% | +1,823.4% | +1,277.6% | +635.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling