+642.2%
MPC vs CTAS
+113.1%
+529.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.4% | -1.8% | +7.3% | +5.9% |
| 30D | +31.0% | -0.2% | +31.2% | +31.0% |
| 3M | +46.0% | +11.7% | +34.3% | +41.2% |
| 6M | +77.3% | +0.7% | +76.6% | +76.6% |
| YTD | +141.9% | +7.4% | +134.5% | +135.9% |
| 1Y | +120.9% | -2.1% | +123.0% | +121.7% |
| 3Y | +182.7% | +62.9% | +119.7% | +132.1% |
| All | +642.2% | +113.1% | +529.1% | +429.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling