+1,106.2%
MPC vs CTAS
+848.9%
+257.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | -9.4% | -0.7% | -8.7% | -9.1% |
| 30D | -14.3% | +10.3% | -24.6% | -19.5% |
| 3M | +31.1% | +10.2% | +20.9% | +22.9% |
| 6M | +60.3% | +34.4% | +25.9% | +30.7% |
| YTD | +142.5% | +19.6% | +123.0% | +111.2% |
| 1Y | +104.6% | +21.8% | +82.8% | +75.6% |
| 3Y | +191.7% | +74.1% | +117.6% | +83.8% |
| 5Y | +549.2% | +114.0% | +435.2% | +235.7% |
| 10Y | +1,106.2% | +813.9% | +292.3% | +135.3% |
| All | +1,106.2% | +848.9% | +257.3% | +135.3% |
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