+1,079.5%
MPC vs CTAS
+840.0%
+239.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.1% |
| 7D | -16.2% | +1.2% | -17.3% | -17.0% |
| 30D | -15.7% | +12.8% | -28.5% | -21.9% |
| 3M | +24.9% | +10.3% | +14.6% | +17.0% |
| 6M | +52.7% | +32.0% | +20.7% | +25.9% |
| YTD | +131.9% | +19.1% | +112.7% | +102.3% |
| 1Y | +96.6% | +21.5% | +75.2% | +69.0% |
| 3Y | +163.8% | +76.0% | +87.7% | +64.6% |
| 5Y | +533.1% | +110.9% | +422.3% | +231.0% |
| All | +1,079.5% | +840.0% | +239.5% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling