+104.7%
MPC vs CTAS
+23.7%
+81.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +3.4% |
| 7D | +2.6% | -0.8% | +3.4% | +2.6% |
| 30D | -12.2% | +10.7% | -22.9% | -11.6% |
| 3M | +20.1% | +11.0% | +9.1% | +20.8% |
| 6M | +60.6% | +38.7% | +21.9% | +65.6% |
| YTD | +150.6% | +21.8% | +128.8% | +158.2% |
| 1Y | +104.7% | +23.6% | +81.1% | +110.2% |
| All | +104.7% | +23.7% | +81.0% | +110.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling