+181.6%
MPC vs CTAS
+73.6%
+108.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -8.8% | +0.7% | -9.5% | -9.0% |
| 30D | -14.4% | +11.3% | -25.7% | -15.7% |
| 3M | +21.9% | +11.4% | +10.5% | +20.0% |
| 6M | +60.1% | +35.6% | +24.5% | +52.3% |
| YTD | +142.3% | +20.7% | +121.6% | +135.4% |
| 1Y | +101.7% | +22.8% | +78.9% | +95.0% |
| All | +181.6% | +73.6% | +108.0% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling